+99.4%
KTOS vs MSTU
-87.7%
+187.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.0% |
| 7D | -2.4% | -16.6% | +14.2% | -0.6% |
| 30D | -26.8% | +69.7% | -96.5% | -32.4% |
| 3M | -20.6% | -7.5% | -13.1% | -22.7% |
| 6M | -47.5% | -43.1% | -4.4% | -47.2% |
| YTD | -38.5% | -63.0% | +24.5% | -37.6% |
| 1Y | -31.0% | -93.8% | +62.8% | -20.8% |
| All | +99.4% | -87.7% | +187.1% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling