+118.6%
NEM vs MSTU
-91.8%
+210.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -12.9% | +8.0% | -4.2% |
| 7D | -5.9% | -23.0% | +17.1% | -4.6% |
| 30D | -2.6% | -47.7% | +45.1% | +0.4% |
| 3M | -4.2% | +12.5% | -16.7% | -6.2% |
| 6M | -5.5% | -76.1% | +70.6% | -2.3% |
| YTD | +13.5% | -75.5% | +89.0% | +14.8% |
| 1Y | +22.2% | -90.1% | +112.2% | +25.7% |
| All | +118.6% | -91.8% | +210.4% | +144.9% |
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 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