-87.2%
MSTU vs KRMN
-59.3%
-27.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -13.5% | +23.8% | +15.7% |
| 7D | -4.8% | -10.0% | +5.2% | -2.0% |
| 30D | -29.6% | +3.5% | -33.0% | -31.8% |
| 3M | +69.4% | -36.7% | +106.1% | +97.7% |
| 6M | -62.2% | -47.7% | -14.6% | -53.2% |
| YTD | -61.1% | -53.3% | -7.8% | -47.9% |
| 1Y | -87.2% | -59.7% | -27.5% | -80.8% |
| All | -87.2% | -59.3% | -27.8% | -80.8% |
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