+5.0%
NEE vs MSTU
-85.2%
+90.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.7% |
| 7D | +1.9% | +21.3% | -19.4% | +1.9% |
| 30D | -2.2% | +90.8% | -93.0% | -2.3% |
| 3M | -1.2% | -6.8% | +5.6% | -1.2% |
| 6M | -8.6% | -39.8% | +31.3% | -8.4% |
| YTD | +6.2% | -55.7% | +61.9% | +6.4% |
| 1Y | +21.1% | -92.7% | +113.8% | +21.3% |
| All | +5.0% | -85.2% | +90.2% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling