+16.6%
KRE vs MSTU
-92.8%
+109.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.6% |
| 7D | +1.3% | +21.3% | -20.0% | +0.8% |
| 30D | -2.7% | +90.8% | -93.5% | -4.2% |
| 3M | +8.2% | -6.8% | +15.0% | +8.4% |
| 6M | +12.8% | -39.8% | +52.6% | +13.7% |
| YTD | +17.5% | -55.7% | +73.2% | +17.8% |
| 1Y | +16.6% | -92.7% | +109.2% | +28.1% |
| All | +16.6% | -92.8% | +109.4% | +28.1% |
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 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