+5.7%
KWEB vs MSTU
-87.2%
+92.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | -2.0% |
| 7D | -3.6% | +12.9% | -16.5% | -4.5% |
| 30D | -14.9% | +68.3% | -83.3% | -18.4% |
| 3M | -5.4% | +0.4% | -5.8% | -7.3% |
| 6M | -18.9% | -41.5% | +22.7% | -19.0% |
| YTD | -27.2% | -61.7% | +34.5% | -27.0% |
| 1Y | -34.2% | -93.7% | +59.4% | -26.9% |
| All | +5.7% | -87.2% | +92.9% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling