+149.8%
NEM vs MSTU
-87.2%
+237.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.6% |
| 7D | +3.1% | +12.9% | -9.9% | +2.1% |
| 30D | +10.0% | +68.3% | -58.4% | +6.4% |
| 3M | +30.9% | +0.4% | +30.5% | +28.7% |
| 6M | +10.5% | -41.5% | +52.0% | +10.5% |
| YTD | +29.7% | -61.7% | +91.4% | +29.3% |
| 1Y | +71.1% | -93.7% | +164.8% | +76.6% |
| All | +149.8% | -87.2% | +237.0% | +175.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling