-16.8%
KVUE vs MSTZ
-99.2%
+82.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.5% | -8.9% | -3.5% |
| 7D | -7.2% | -23.6% | +16.3% | -7.2% |
| 30D | -5.7% | -60.7% | +55.0% | -5.8% |
| 3M | +0.2% | -58.3% | +58.4% | +0.1% |
| 6M | 0.0% | -60.0% | +60.0% | -0.1% |
| YTD | +6.5% | -75.2% | +81.7% | +6.4% |
| 1Y | -1.4% | -19.9% | +18.5% | -1.0% |
| All | -16.8% | -99.2% | +82.4% | -19.0% |
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