-1.2%
NOC vs MSTU
-89.7%
+88.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | +4.9% | -27.7% | +32.6% | +4.8% |
| 30D | +13.6% | -40.3% | +53.9% | +13.5% |
| 3M | -3.9% | +26.4% | -30.3% | -4.3% |
| 6M | +1.4% | -75.7% | +77.1% | +2.1% |
| YTD | -2.2% | -71.9% | +69.7% | -1.4% |
| 1Y | -1.2% | -89.3% | +88.1% | +2.0% |
| All | -1.2% | -89.7% | +88.5% | +2.0% |
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