+165.6%
NOK vs MSTU
-87.2%
+252.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.5% | +1.3% |
| 7D | +9.3% | +12.9% | -3.6% | +8.4% |
| 30D | +17.9% | +68.3% | -50.5% | +14.1% |
| 3M | -22.3% | +0.4% | -22.7% | -23.5% |
| 6M | +36.4% | -41.5% | +77.9% | +36.0% |
| YTD | +66.3% | -61.7% | +128.0% | +66.3% |
| 1Y | +134.4% | -93.7% | +228.1% | +146.3% |
| All | +165.6% | -87.2% | +252.9% | +159.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling