+57.9%
KMI vs MSTU
-87.2%
+145.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.7% | -1.7% |
| 7D | -1.8% | +12.9% | -14.7% | -2.0% |
| 30D | +0.1% | +68.3% | -68.3% | -1.2% |
| 3M | +1.2% | +0.4% | +0.8% | +0.8% |
| 6M | -3.9% | -41.5% | +37.6% | -3.5% |
| YTD | +17.5% | -61.7% | +79.2% | +18.5% |
| 1Y | +22.6% | -93.7% | +116.3% | +30.6% |
| All | +57.9% | -87.2% | +145.1% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling