-92.7%
MSTU vs KRMN
-25.5%
-67.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -2.5% |
| 7D | +21.3% | -12.3% | +33.6% | +28.3% |
| 30D | +90.8% | -27.5% | +118.3% | +117.3% |
| 3M | -6.8% | -26.5% | +19.7% | +4.9% |
| 6M | -39.8% | -59.6% | +19.7% | -7.4% |
| YTD | -55.7% | -45.4% | -10.3% | -44.0% |
| 1Y | -92.7% | -25.1% | -67.6% | -92.2% |
| All | -92.7% | -25.5% | -67.2% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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