-88.0%
MSTU vs NLY
+38.3%
-126.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.0% | +4.3% |
| 7D | -16.6% | -4.0% | -12.6% | -10.6% |
| 30D | +69.7% | -5.2% | +74.9% | +86.6% |
| 3M | -7.5% | +2.8% | -10.3% | -10.9% |
| 6M | -43.1% | +4.2% | -47.3% | -45.6% |
| YTD | -63.0% | +4.7% | -67.7% | -65.3% |
| 1Y | -93.8% | +12.7% | -106.5% | -95.0% |
| All | -88.0% | +38.3% | -126.3% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling