-9.0%
NOC vs MSTU
-94.2%
+85.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.4% | +0.7% |
| 7D | -1.8% | -22.0% | +20.3% | -1.7% |
| 30D | -9.4% | +60.3% | -69.7% | -9.8% |
| 3M | -3.8% | -3.7% | -0.1% | -3.8% |
| 6M | -28.8% | -45.2% | +16.4% | -28.6% |
| YTD | -7.9% | -64.3% | +56.4% | -7.3% |
| 1Y | -9.0% | -94.0% | +85.0% | -6.8% |
| All | -9.0% | -94.2% | +85.2% | -6.8% |
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