+34.6%
KNX vs MSTU
-88.1%
+122.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | +0.7% |
| 7D | -0.5% | -22.0% | +21.5% | +0.6% |
| 30D | +1.0% | +60.3% | -59.3% | -1.7% |
| 3M | -12.6% | -3.7% | -8.9% | -13.7% |
| 6M | +21.1% | -45.2% | +66.3% | +21.5% |
| YTD | +33.2% | -64.3% | +97.5% | +34.2% |
| 1Y | +67.8% | -94.0% | +161.8% | +83.1% |
| All | +34.6% | -88.1% | +122.7% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling