-92.7%
MSTU vs NIO
-37.4%
-55.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.5% |
| 7D | +21.3% | -13.0% | +34.4% | +29.2% |
| 30D | +90.8% | -18.3% | +109.1% | +108.8% |
| 3M | -6.8% | -33.2% | +26.5% | +11.8% |
| 6M | -39.8% | -21.5% | -18.3% | -35.2% |
| YTD | -55.7% | -25.5% | -30.2% | -51.5% |
| 1Y | -92.7% | -38.0% | -54.7% | -89.8% |
| All | -92.7% | -37.4% | -55.3% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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