-51.3%
NKE vs MSTU
-87.2%
+36.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.5% | -1.8% |
| 7D | -2.3% | +12.9% | -15.2% | -2.9% |
| 30D | -10.4% | +68.3% | -78.7% | -12.5% |
| 3M | -15.5% | +0.4% | -15.8% | -16.6% |
| 6M | -32.6% | -41.5% | +8.9% | -33.0% |
| YTD | -39.8% | -61.7% | +21.9% | -40.0% |
| 1Y | -47.6% | -93.7% | +46.1% | -44.5% |
| All | -51.3% | -87.2% | +36.0% | -48.2% |
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