-24.8%
KTOS vs MSTZ
-29.5%
+4.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.2% |
| 7D | -8.0% | -29.7% | +21.7% | -11.7% |
| 30D | -13.6% | -65.3% | +51.7% | -25.0% |
| 3M | -24.6% | -57.3% | +32.8% | -28.4% |
| 6M | -46.3% | -61.6% | +15.3% | -48.1% |
| YTD | -37.0% | -78.3% | +41.3% | -39.6% |
| 1Y | -24.8% | -30.2% | +5.4% | -5.6% |
| All | -24.8% | -29.5% | +4.7% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling