+22.2%
NEM vs MSTU
-90.8%
+113.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -12.9% | +8.0% | -3.6% |
| 7D | -5.9% | -23.0% | +17.1% | -3.5% |
| 30D | -2.6% | -47.7% | +45.1% | +2.9% |
| 3M | -4.2% | +12.5% | -16.7% | -8.9% |
| 6M | -5.5% | -76.1% | +70.6% | +1.3% |
| YTD | +13.5% | -75.5% | +89.0% | +13.7% |
| 1Y | +22.2% | -90.1% | +112.2% | +32.9% |
| All | +22.2% | -90.8% | +113.0% | +32.9% |
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