-92.7%
MSTU vs NXT
+26.2%
-118.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.9% |
| 7D | +21.3% | -1.1% | +22.4% | +21.9% |
| 30D | +90.8% | -15.3% | +106.2% | +112.1% |
| 3M | -6.8% | -43.8% | +37.0% | +32.7% |
| 6M | -39.8% | -18.7% | -21.2% | -31.7% |
| YTD | -55.7% | -3.0% | -52.7% | -56.0% |
| 1Y | -92.7% | +22.7% | -115.4% | -93.3% |
| All | -92.7% | +26.2% | -118.9% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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