+3.8%
NEE vs MSTU
-88.1%
+91.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.5% | -0.2% |
| 7D | -1.9% | -22.0% | +20.1% | -1.9% |
| 30D | -3.1% | +60.3% | -63.4% | -3.2% |
| 3M | -2.4% | -3.7% | +1.3% | -2.4% |
| 6M | -8.6% | -45.2% | +36.6% | -8.4% |
| YTD | +4.9% | -64.3% | +69.2% | +5.2% |
| 1Y | +19.4% | -94.0% | +113.4% | +19.7% |
| All | +3.8% | -88.1% | +91.8% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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