+26.9%
KRE vs MSTU
-88.0%
+114.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.3% | -8.6% | +1.6% |
| 7D | +2.8% | -4.8% | +7.6% | +2.8% |
| 30D | +5.3% | -29.6% | +34.9% | +5.7% |
| 3M | -4.2% | +69.4% | -73.6% | -5.4% |
| 6M | +8.7% | -62.2% | +70.9% | +11.4% |
| YTD | +16.4% | -61.1% | +77.4% | +16.2% |
| 1Y | +26.9% | -87.2% | +114.0% | +28.0% |
| All | +26.9% | -88.0% | +114.8% | +28.0% |
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 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