+4.9%
KWEB vs MSTU
-87.7%
+92.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.5% |
| 7D | -5.6% | -16.6% | +11.0% | -4.6% |
| 30D | -10.7% | +69.7% | -80.4% | -14.4% |
| 3M | -7.4% | -7.5% | +0.1% | -8.8% |
| 6M | -19.3% | -43.1% | +23.8% | -19.4% |
| YTD | -27.8% | -63.0% | +35.3% | -27.4% |
| 1Y | -35.9% | -93.8% | +57.8% | -28.8% |
| All | +4.9% | -87.7% | +92.6% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling