+99.4%
KTOS vs MSTZ
-99.1%
+198.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.1% | -1.0% |
| 7D | -2.4% | +17.0% | -19.4% | -0.7% |
| 30D | -26.8% | -61.8% | +34.9% | -32.7% |
| 3M | -20.6% | -54.6% | +34.0% | -23.5% |
| 6M | -47.5% | -59.3% | +11.8% | -48.3% |
| YTD | -38.5% | -74.6% | +36.1% | -39.2% |
| 1Y | -31.0% | -18.8% | -12.2% | -24.0% |
| All | +99.4% | -99.1% | +198.6% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling