-92.4%
MSTU vs KIM
+18.4%
-110.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.3% |
| 7D | -25.8% | +0.1% | -25.9% | -25.9% |
| 30D | -43.9% | +14.1% | -58.0% | -50.8% |
| 3M | +2.9% | +6.0% | -3.1% | -3.0% |
| 6M | -75.5% | +13.2% | -88.7% | -79.5% |
| YTD | -76.7% | +30.4% | -107.1% | -84.0% |
| 1Y | -88.9% | +31.0% | -120.0% | -92.6% |
| All | -92.4% | +18.4% | -110.8% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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