+10.1%
NI vs MSTU
-90.4%
+100.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +0.5% |
| 7D | +4.3% | -25.8% | +30.1% | +4.3% |
| 30D | +12.4% | -43.9% | +56.2% | +12.3% |
| 3M | +10.2% | +2.9% | +7.3% | +10.2% |
| 6M | -0.8% | -75.5% | +74.7% | +0.9% |
| YTD | +13.2% | -76.7% | +90.0% | +14.3% |
| 1Y | +10.1% | -88.9% | +99.0% | +11.7% |
| All | +10.1% | -90.4% | +100.5% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling