+28.5%
NI vs MSTU
-88.1%
+116.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | -0.5% |
| 7D | -0.6% | -22.0% | +21.4% | -0.4% |
| 30D | -1.4% | +60.3% | -61.7% | -1.9% |
| 3M | -10.6% | -3.7% | -6.9% | -10.7% |
| 6M | -9.9% | -45.2% | +35.3% | -9.6% |
| YTD | +1.2% | -64.3% | +65.5% | +1.6% |
| 1Y | +4.4% | -94.0% | +98.4% | +6.9% |
| All | +28.5% | -88.1% | +116.6% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling