+99.2%
NOK vs MSTU
-92.2%
+191.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.0% | +2.5% | -2.3% |
| 7D | +5.4% | -25.8% | +31.2% | +7.0% |
| 30D | -14.1% | -43.9% | +29.7% | -11.7% |
| 3M | -23.6% | +2.9% | -26.5% | -24.5% |
| 6M | -45.1% | -75.5% | +30.4% | -42.9% |
| YTD | +24.7% | -76.7% | +101.5% | +27.4% |
| 1Y | +19.0% | -88.9% | +108.0% | +24.5% |
| All | +99.2% | -92.2% | +191.5% | +98.5% |
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