-87.5%
MSTU vs NXT
+120.6%
-208.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -3.6% |
| 7D | +12.9% | -0.2% | +13.1% | +13.2% |
| 30D | +68.3% | -20.0% | +88.3% | +89.0% |
| 3M | +0.4% | -30.9% | +31.3% | +21.9% |
| 6M | -41.5% | -23.8% | -17.7% | -32.3% |
| YTD | -61.7% | -5.4% | -56.3% | -60.2% |
| 1Y | -93.7% | +28.0% | -121.7% | -94.1% |
| All | -87.5% | +120.6% | -208.1% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling