+162.2%
NOK vs MSTU
-88.1%
+250.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.8% | +5.5% | -1.0% |
| 7D | +8.7% | -22.0% | +30.7% | +9.9% |
| 30D | +12.5% | +60.3% | -47.8% | +9.1% |
| 3M | -20.7% | -3.7% | -17.0% | -21.8% |
| 6M | +36.2% | -45.2% | +81.3% | +36.1% |
| YTD | +64.1% | -64.3% | +128.5% | +64.6% |
| 1Y | +132.4% | -94.0% | +226.4% | +144.9% |
| All | +162.2% | -88.1% | +250.3% | +156.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling