-93.8%
MSTU vs NTR
+39.1%
-132.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +3.7% |
| 7D | -16.6% | -1.3% | -15.3% | -16.3% |
| 30D | +69.7% | +16.8% | +52.9% | +62.9% |
| 3M | -7.5% | +20.7% | -28.2% | -12.3% |
| 6M | -43.1% | +0.5% | -43.7% | -44.2% |
| YTD | -63.0% | +29.2% | -92.2% | -69.6% |
| 1Y | -93.8% | +39.6% | -133.4% | -94.9% |
| All | -93.8% | +39.1% | -132.9% | -94.9% |
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