-93.8%
MSTU vs KEEL
+89.9%
-183.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +1.1% |
| 7D | -16.6% | +2.9% | -19.5% | -18.7% |
| 30D | +69.7% | +0.8% | +68.9% | +69.1% |
| 3M | -7.5% | -35.3% | +27.8% | +12.1% |
| 6M | -43.1% | +59.4% | -102.5% | -66.8% |
| YTD | -63.0% | +51.9% | -115.0% | -76.9% |
| 1Y | -93.8% | +75.0% | -168.8% | -96.4% |
| All | -93.8% | +89.9% | -183.7% | -96.4% |
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