-92.0%
MSTU vs NXT
+150.7%
-242.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -6.9% | -6.0% | -9.0% |
| 7D | -23.0% | -6.0% | -17.0% | -20.0% |
| 30D | -47.7% | +5.4% | -53.1% | -48.3% |
| 3M | +12.5% | -9.7% | +22.2% | +20.5% |
| 6M | -76.1% | -25.3% | -50.7% | -71.7% |
| YTD | -75.5% | +7.5% | -82.9% | -75.8% |
| 1Y | -90.1% | -3.0% | -87.1% | -89.7% |
| All | -92.0% | +150.7% | -242.7% | -93.0% |
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