-92.7%
MSTU vs NVD
-61.9%
-30.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -4.1% |
| 7D | +21.3% | -11.1% | +32.4% | +13.0% |
| 30D | +90.8% | -13.3% | +104.1% | +82.3% |
| 3M | -6.8% | -19.8% | +13.1% | -9.7% |
| 6M | -39.8% | -48.8% | +9.0% | -55.2% |
| YTD | -55.7% | -49.7% | -6.0% | -66.5% |
| 1Y | -92.7% | -61.4% | -31.3% | -94.4% |
| All | -92.7% | -61.9% | -30.8% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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