+7.1%
NEE vs MSTU
-92.2%
+99.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | -0.2% |
| 7D | -2.1% | -25.8% | +23.7% | -2.1% |
| 30D | +8.6% | -43.9% | +52.5% | +8.7% |
| 3M | -0.3% | +2.9% | -3.2% | -0.4% |
| 6M | -8.9% | -75.5% | +66.6% | -8.6% |
| YTD | +8.3% | -76.7% | +85.1% | +8.6% |
| 1Y | +4.3% | -88.9% | +93.2% | +4.5% |
| All | +7.1% | -92.2% | +99.4% | +16.5% |
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