-47.5%
KTOS vs MSTZ
-58.4%
+10.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.1% | -1.1% |
| 7D | -2.4% | +17.0% | -19.4% | -0.3% |
| 30D | -26.8% | -61.8% | +34.9% | -34.9% |
| 3M | -20.6% | -54.6% | +34.0% | -23.5% |
| 6M | -47.5% | -59.3% | +11.8% | -52.0% |
| All | -47.5% | -58.4% | +10.9% | -52.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling