-27.2%
KWEB vs MSTU
-92.8%
+65.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +2.1% |
| 7D | -1.0% | +21.3% | -22.4% | -2.2% |
| 30D | -8.7% | +90.8% | -99.5% | -12.7% |
| 3M | -4.0% | -6.8% | +2.8% | -5.2% |
| 6M | -13.1% | -39.8% | +26.7% | -13.4% |
| YTD | -23.5% | -55.7% | +32.2% | -23.5% |
| 1Y | -27.2% | -92.7% | +65.5% | -13.6% |
| All | -27.2% | -92.8% | +65.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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