+32.5%
KNX vs MSTU
-87.7%
+120.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -1.7% |
| 7D | -5.6% | -16.6% | +11.0% | -4.8% |
| 30D | -4.4% | +69.7% | -74.1% | -7.2% |
| 3M | -17.3% | -7.5% | -9.8% | -18.1% |
| 6M | +22.6% | -43.1% | +65.7% | +22.8% |
| YTD | +31.1% | -63.0% | +94.2% | +31.9% |
| 1Y | +60.2% | -93.8% | +154.0% | +74.5% |
| All | +32.5% | -87.7% | +120.2% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling