+55.6%
KMI vs MSTZ
-99.1%
+154.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.6% | -8.1% | -1.4% |
| 7D | -2.1% | +24.8% | -26.9% | -1.7% |
| 30D | -1.7% | -59.2% | +57.5% | -2.9% |
| 3M | -1.9% | -56.9% | +55.0% | -2.4% |
| 6M | -4.3% | -57.6% | +53.2% | -4.3% |
| YTD | +15.8% | -73.6% | +89.4% | +16.0% |
| 1Y | +17.6% | -15.6% | +33.1% | +23.5% |
| All | +55.6% | -99.1% | +154.7% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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