+28.3%
KO vs MSTZ
-99.2%
+127.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.0% |
| 7D | -0.8% | -23.6% | +22.8% | -0.5% |
| 30D | +0.8% | -60.7% | +61.5% | +1.8% |
| 3M | +8.3% | -58.3% | +66.6% | +8.9% |
| 6M | +14.0% | -60.0% | +74.1% | +14.3% |
| YTD | +26.9% | -75.2% | +102.1% | +27.2% |
| 1Y | +32.7% | -19.9% | +52.6% | +30.3% |
| All | +28.3% | -99.2% | +127.4% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling