-93.8%
MSTU vs NLY
+12.5%
-106.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.0% | +4.1% |
| 7D | -16.6% | -4.0% | -12.6% | -12.3% |
| 30D | +69.7% | -5.2% | +74.9% | +81.3% |
| 3M | -7.5% | +2.8% | -10.3% | -8.7% |
| 6M | -43.1% | +4.2% | -47.3% | -44.2% |
| YTD | -63.0% | +4.7% | -67.7% | -63.2% |
| 1Y | -93.8% | +12.7% | -106.5% | -94.4% |
| All | -93.8% | +12.5% | -106.3% | -94.4% |
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