+148.6%
NEM vs MSTU
-85.2%
+233.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.6% |
| 7D | +0.3% | +21.3% | -21.0% | -1.0% |
| 30D | +23.1% | +90.8% | -67.7% | +18.2% |
| 3M | +18.5% | -6.8% | +25.3% | +16.6% |
| 6M | +7.8% | -39.8% | +47.6% | +7.3% |
| YTD | +29.1% | -55.7% | +84.8% | +27.7% |
| 1Y | +72.7% | -92.7% | +165.3% | +76.9% |
| All | +148.6% | -85.2% | +233.8% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling