-21.1%
KWEB vs MSTZ
-55.3%
+34.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.6% | -8.0% | -1.1% |
| 7D | -4.3% | +24.8% | -29.1% | -3.4% |
| 30D | -13.0% | -59.2% | +46.2% | -16.0% |
| 3M | -7.6% | -56.9% | +49.3% | -9.1% |
| 6M | -21.1% | -57.6% | +36.4% | -24.8% |
| All | -21.1% | -55.3% | +34.1% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling