-87.5%
MSTU vs NTR
+83.2%
-170.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.5% | -5.5% |
| 7D | +12.9% | +0.5% | +12.4% | +12.7% |
| 30D | +68.3% | +21.7% | +46.6% | +53.7% |
| 3M | +0.4% | +22.8% | -22.4% | -9.2% |
| 6M | -41.5% | +8.2% | -49.7% | -45.4% |
| YTD | -61.7% | +32.9% | -94.6% | -69.1% |
| 1Y | -93.7% | +45.3% | -139.0% | -95.2% |
| All | -87.5% | +83.2% | -170.7% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling