+241.4%
NET vs MSTU
-87.0%
+328.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.3% | -12.9% | -3.7% |
| 7D | -16.4% | -4.8% | -11.5% | -16.0% |
| 30D | -25.8% | -29.6% | +3.7% | -23.5% |
| 3M | -11.5% | +69.4% | -80.9% | -18.5% |
| 6M | +18.9% | -62.2% | +81.2% | +24.4% |
| YTD | +35.2% | -61.1% | +96.3% | +34.1% |
| 1Y | +14.5% | -87.2% | +101.6% | +26.8% |
| All | +241.4% | -87.0% | +328.4% | +246.5% |
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