-94.0%
MSTU vs NXT
+26.5%
-120.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.6% | -6.0% |
| 7D | -22.0% | -2.6% | -19.4% | -20.7% |
| 30D | +60.3% | -22.4% | +82.7% | +88.9% |
| 3M | -3.7% | -27.3% | +23.6% | +18.5% |
| 6M | -45.2% | -28.5% | -16.7% | -32.7% |
| YTD | -64.3% | -6.6% | -57.7% | -64.1% |
| 1Y | -94.0% | +20.4% | -114.4% | -95.2% |
| All | -94.0% | +26.5% | -120.5% | -95.2% |
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