+162.9%
NOK vs MSTU
-86.5%
+249.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -8.6% | +14.8% | +6.6% |
| 7D | +7.3% | +16.1% | -8.9% | +6.2% |
| 30D | +13.8% | +68.7% | -54.9% | +10.1% |
| 3M | -27.0% | -11.0% | -16.0% | -27.7% |
| 6M | +37.6% | -33.4% | +71.0% | +36.4% |
| YTD | +64.6% | -59.5% | +124.1% | +64.2% |
| 1Y | +132.0% | -93.4% | +225.4% | +143.3% |
| All | +162.9% | -86.5% | +249.4% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling