-31.0%
KTOS vs MSFU
-19.1%
-11.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.9% |
| 7D | -2.4% | -1.8% | -0.6% | -1.9% |
| 30D | -26.8% | +0.5% | -27.3% | -27.1% |
| 3M | -20.6% | +51.9% | -72.4% | -30.1% |
| 6M | -47.5% | +35.0% | -82.4% | -53.2% |
| YTD | -38.5% | -9.0% | -29.5% | -39.6% |
| 1Y | -31.0% | -18.8% | -12.2% | -25.9% |
| All | -31.0% | -19.1% | -11.9% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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