+35.0%
KRE vs MSTZ
-99.2%
+134.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.6% | -0.9% |
| 7D | -1.1% | -23.6% | +22.5% | -1.9% |
| 30D | -3.4% | -60.7% | +57.3% | -6.7% |
| 3M | +3.7% | -58.3% | +62.0% | +1.6% |
| 6M | +14.8% | -60.0% | +74.8% | +13.7% |
| YTD | +14.7% | -75.2% | +89.9% | +13.6% |
| 1Y | +16.0% | -19.9% | +35.9% | +26.3% |
| All | +35.0% | -99.2% | +134.1% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling