+62.3%
NEM vs MSTU
-94.2%
+156.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.8% | +4.8% | -1.4% |
| 7D | -3.3% | -22.0% | +18.7% | -1.1% |
| 30D | +7.8% | +60.3% | -52.5% | +2.2% |
| 3M | +36.3% | -3.7% | +40.0% | +33.0% |
| 6M | +6.6% | -45.2% | +51.7% | +7.3% |
| YTD | +27.1% | -64.3% | +91.5% | +25.1% |
| 1Y | +62.3% | -94.0% | +156.4% | +56.7% |
| All | +62.3% | -94.2% | +156.6% | +56.7% |
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 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