+29.3%
NI vs MSTU
-87.2%
+116.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.5% |
| 7D | +1.3% | +12.9% | -11.6% | +1.1% |
| 30D | -0.3% | +68.3% | -68.6% | -0.8% |
| 3M | -9.5% | +0.4% | -9.8% | -9.6% |
| 6M | -10.2% | -41.5% | +31.3% | -10.0% |
| YTD | +1.8% | -61.7% | +63.5% | +2.2% |
| 1Y | +5.7% | -93.7% | +99.3% | +8.2% |
| All | +29.3% | -87.2% | +116.5% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling