-92.7%
MSTU vs KEEL
+169.0%
-261.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.7% | -5.3% |
| 7D | +21.3% | +7.8% | +13.6% | +16.9% |
| 30D | +90.8% | -11.7% | +102.5% | +105.7% |
| 3M | -6.8% | -41.5% | +34.7% | +21.2% |
| 6M | -39.8% | +54.9% | -94.7% | -61.7% |
| YTD | -55.7% | +47.7% | -103.3% | -70.0% |
| 1Y | -92.7% | +177.6% | -270.3% | -95.3% |
| All | -92.7% | +169.0% | -261.7% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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