-93.8%
MSTU vs NTRS
+51.4%
-145.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +2.0% |
| 7D | -16.6% | +1.4% | -18.0% | -18.2% |
| 30D | +69.7% | -0.7% | +70.4% | +70.1% |
| 3M | -7.5% | +11.3% | -18.8% | -22.0% |
| 6M | -43.1% | +35.5% | -78.6% | -69.2% |
| YTD | -63.0% | +40.6% | -103.6% | -79.7% |
| 1Y | -93.8% | +49.2% | -143.0% | -96.9% |
| All | -93.8% | +51.4% | -145.2% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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