-51.4%
KVYO vs MSTZ
-99.1%
+47.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.2% | +1.1% |
| 7D | -12.1% | +17.0% | -29.1% | -10.8% |
| 30D | -5.2% | -61.8% | +56.6% | -10.7% |
| 3M | +14.5% | -54.6% | +69.1% | +11.3% |
| 6M | -17.6% | -59.3% | +41.6% | -18.4% |
| YTD | -49.6% | -74.6% | +25.0% | -50.0% |
| 1Y | -48.6% | -18.8% | -29.7% | -42.6% |
| All | -51.4% | -99.1% | +47.7% | -50.3% |
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