-87.2%
MSTU vs NXT
+10.5%
-97.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +11.1% | -0.8% | +2.9% |
| 7D | -4.8% | +30.0% | -34.8% | -20.5% |
| 30D | -29.6% | +28.6% | -58.2% | -39.9% |
| 3M | +69.4% | +8.4% | +61.0% | +60.7% |
| 6M | -62.2% | -8.7% | -53.5% | -59.9% |
| YTD | -61.1% | +22.5% | -83.6% | -65.6% |
| 1Y | -87.2% | +6.9% | -94.1% | -87.6% |
| All | -87.2% | +10.5% | -97.6% | -87.6% |
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