-88.6%
MSTU vs NIO
-50.3%
-38.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.6% |
| 7D | -27.7% | -1.8% | -25.9% | -26.7% |
| 30D | -40.3% | -6.6% | -33.6% | -37.2% |
| 3M | +26.4% | -29.9% | +56.3% | +52.3% |
| 6M | -75.7% | -46.6% | -29.1% | -67.2% |
| YTD | -71.9% | -36.5% | -35.4% | -65.6% |
| All | -88.6% | -50.3% | -38.3% | -83.5% |
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