+4.2%
KWEB vs MSTU
-88.1%
+92.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.8% | +5.4% | -1.0% |
| 7D | -4.3% | -22.0% | +17.7% | -3.0% |
| 30D | -13.0% | +60.3% | -73.3% | -16.3% |
| 3M | -7.6% | -3.7% | -3.8% | -9.2% |
| 6M | -21.1% | -45.2% | +24.0% | -21.0% |
| YTD | -28.2% | -64.3% | +36.1% | -27.7% |
| 1Y | -34.9% | -94.0% | +59.2% | -27.4% |
| All | +4.2% | -88.1% | +92.3% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling