-88.0%
MSTU vs NXT
+122.0%
-209.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +2.6% |
| 7D | -16.6% | -1.9% | -14.7% | -15.7% |
| 30D | +69.7% | -20.0% | +89.7% | +90.8% |
| 3M | -7.5% | -30.7% | +23.3% | +12.3% |
| 6M | -43.1% | -29.0% | -14.2% | -32.0% |
| YTD | -63.0% | -4.8% | -58.2% | -61.7% |
| 1Y | -93.8% | +22.8% | -116.6% | -94.1% |
| All | -88.0% | +122.0% | -209.9% | -88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling