-86.8%
MSTU vs NIO
-30.5%
-56.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.3% | -8.4% | -8.5% |
| 7D | +16.1% | -6.7% | +22.8% | +20.5% |
| 30D | +68.7% | -20.0% | +88.7% | +90.1% |
| 3M | -11.0% | -30.5% | +19.5% | +8.6% |
| 6M | -33.4% | -20.7% | -12.7% | -27.1% |
| YTD | -59.5% | -25.7% | -33.8% | -54.9% |
| 1Y | -93.4% | -38.6% | -54.8% | -91.8% |
| All | -86.8% | -30.5% | -56.4% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling