-87.8%
MSTU vs NLY
+0.8%
-88.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.8% | +6.5% | +5.7% |
| 7D | -4.8% | +3.5% | -8.3% | -8.4% |
| 30D | -29.6% | +3.6% | -33.2% | -32.0% |
| 3M | +69.4% | -13.6% | +83.0% | +102.5% |
| 6M | -62.2% | -9.1% | -53.1% | -56.4% |
| YTD | -61.1% | -6.1% | -55.0% | -53.8% |
| All | -87.8% | +0.8% | -88.6% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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