+36.6%
KRE vs MSTU
-86.5%
+123.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.6% | +7.4% | -0.9% |
| 7D | +2.3% | +16.1% | -13.8% | +1.3% |
| 30D | -2.5% | +68.7% | -71.1% | -5.7% |
| 3M | +6.2% | -11.0% | +17.2% | +5.2% |
| 6M | +15.8% | -33.4% | +49.2% | +15.0% |
| YTD | +16.0% | -59.5% | +75.5% | +16.3% |
| 1Y | +16.2% | -93.4% | +109.5% | +29.6% |
| All | +36.6% | -86.5% | +123.0% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling