+257.2%
NET vs MSTU
-85.2%
+342.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.6% |
| 7D | -7.0% | +21.3% | -28.3% | -9.2% |
| 30D | -4.8% | +90.8% | -95.6% | -12.1% |
| 3M | +3.8% | -6.8% | +10.6% | +1.4% |
| 6M | +50.0% | -39.8% | +89.9% | +48.9% |
| YTD | +41.5% | -55.7% | +97.2% | +40.3% |
| 1Y | +32.8% | -92.7% | +125.5% | +56.8% |
| All | +257.2% | -85.2% | +342.4% | +262.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling