+30.0%
NI vs MSTU
-86.5%
+116.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.6% | +9.9% | +1.3% |
| 7D | +2.3% | +16.1% | -13.8% | +2.1% |
| 30D | -1.7% | +68.7% | -70.3% | -2.2% |
| 3M | -8.0% | -11.0% | +3.0% | -8.0% |
| 6M | -8.6% | -33.4% | +24.7% | -8.5% |
| YTD | +2.3% | -59.5% | +61.8% | +2.7% |
| 1Y | +6.9% | -93.4% | +100.3% | +9.4% |
| All | +30.0% | -86.5% | +116.4% | +35.3% |
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