+2.8%
NOC vs MSTU
-86.5%
+89.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.6% | +9.3% | +0.7% |
| 7D | -2.7% | +16.1% | -18.8% | -2.7% |
| 30D | -8.9% | +68.7% | -77.5% | -8.9% |
| 3M | -3.7% | -11.0% | +7.3% | -3.6% |
| 6M | -30.8% | -33.4% | +2.6% | -30.8% |
| YTD | -7.9% | -59.5% | +51.6% | -7.9% |
| 1Y | -9.4% | -93.4% | +83.9% | -9.7% |
| All | +2.8% | -86.5% | +89.3% | +1.7% |
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