-96.4%
MSTU vs KRMN
+17.6%
-114.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.1% |
| 7D | -16.6% | -11.8% | -4.8% | -10.5% |
| 30D | +69.7% | -43.0% | +112.7% | +131.2% |
| 3M | -7.5% | -28.8% | +21.4% | +7.4% |
| 6M | -43.1% | -66.3% | +23.2% | +5.3% |
| YTD | -63.0% | -51.8% | -11.3% | -48.6% |
| 1Y | -93.8% | -44.7% | -49.1% | -92.4% |
| All | -96.4% | +17.6% | -114.0% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling