-92.7%
MSTU vs NTR
+43.1%
-135.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.8% |
| 7D | +21.3% | +8.1% | +13.2% | +18.9% |
| 30D | +90.8% | +18.8% | +72.1% | +82.7% |
| 3M | -6.8% | +16.2% | -23.0% | -10.6% |
| 6M | -39.8% | +9.8% | -49.6% | -44.3% |
| YTD | -55.7% | +30.9% | -86.6% | -63.3% |
| 1Y | -92.7% | +41.8% | -134.4% | -93.9% |
| All | -92.7% | +43.1% | -135.7% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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