+72.7%
NEM vs MSTU
-92.8%
+165.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.5% |
| 7D | +0.3% | +21.3% | -21.0% | -1.9% |
| 30D | +23.1% | +90.8% | -67.7% | +14.8% |
| 3M | +18.5% | -6.8% | +25.3% | +15.3% |
| 6M | +7.8% | -39.8% | +47.6% | +7.2% |
| YTD | +29.1% | -55.7% | +84.8% | +24.7% |
| 1Y | +72.7% | -92.7% | +165.3% | +66.4% |
| All | +72.7% | -92.8% | +165.4% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling