+29.5%
KO vs MSTU
-86.5%
+115.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.6% | +9.0% | +0.2% |
| 7D | +0.4% | +16.1% | -15.7% | +0.7% |
| 30D | +1.5% | +68.7% | -67.1% | +2.5% |
| 3M | +11.8% | -11.0% | +22.8% | +12.1% |
| 6M | +16.2% | -33.4% | +49.6% | +16.4% |
| YTD | +28.1% | -59.5% | +87.6% | +27.9% |
| 1Y | +34.8% | -93.4% | +128.1% | +31.7% |
| All | +29.5% | -86.5% | +115.9% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling