-88.0%
MSTU vs NTRS
+118.4%
-206.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +1.7% |
| 7D | -16.6% | +1.4% | -18.0% | -18.6% |
| 30D | +69.7% | -0.7% | +70.4% | +70.3% |
| 3M | -7.5% | +11.3% | -18.8% | -24.0% |
| 6M | -43.1% | +35.5% | -78.6% | -69.7% |
| YTD | -63.0% | +40.6% | -103.6% | -80.7% |
| 1Y | -93.8% | +49.2% | -143.0% | -97.1% |
| All | -88.0% | +118.4% | -206.4% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling