+5.5%
NEE vs MSTU
-86.5%
+92.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.6% | +9.1% | +0.5% |
| 7D | +1.1% | +16.1% | -15.1% | +1.0% |
| 30D | -0.2% | +68.7% | -68.9% | -0.4% |
| 3M | +0.5% | -11.0% | +11.5% | +0.5% |
| 6M | -6.5% | -33.4% | +26.8% | -6.3% |
| YTD | +6.7% | -59.5% | +66.2% | +6.9% |
| 1Y | +23.6% | -93.4% | +117.0% | +23.9% |
| All | +5.5% | -86.5% | +92.0% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling