-88.4%
MSTU vs NVD
-89.8%
+1.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.5% | -11.3% | -3.6% |
| 7D | -22.0% | +9.0% | -31.1% | -16.5% |
| 30D | +60.3% | -5.5% | +65.8% | +63.1% |
| 3M | -3.7% | -24.6% | +20.9% | -12.5% |
| 6M | -45.2% | -42.1% | -3.1% | -55.5% |
| YTD | -64.3% | -44.3% | -20.0% | -69.1% |
| 1Y | -94.0% | -54.2% | -39.8% | -95.2% |
| All | -88.4% | -89.8% | +1.4% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling