-87.5%
MSTU vs NVDX
+81.6%
-169.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.0% |
| 7D | +12.9% | -0.9% | +13.8% | +14.6% |
| 30D | +68.3% | +3.0% | +65.4% | +66.9% |
| 3M | +0.4% | +6.8% | -6.4% | -5.4% |
| 6M | -41.5% | +28.6% | -70.1% | -53.5% |
| YTD | -61.7% | +17.0% | -78.7% | -66.7% |
| 1Y | -93.7% | +27.0% | -120.7% | -95.1% |
| All | -87.5% | +81.6% | -169.1% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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