+33.6%
KO vs MSTU
-94.0%
+127.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | +0.2% |
| 7D | -1.1% | -22.0% | +20.9% | -1.4% |
| 30D | +1.6% | +60.3% | -58.7% | +2.4% |
| 3M | +5.8% | -3.7% | +9.5% | +6.0% |
| 6M | +14.3% | -45.2% | +59.5% | +13.8% |
| YTD | +27.3% | -64.3% | +91.6% | +26.4% |
| All | +33.6% | -94.0% | +127.6% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling