-42.7%
NOW vs MSTU
-89.5%
+46.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -3.0% | -4.3% | +1.3% | -2.7% |
| 30D | -26.0% | -34.6% | +8.5% | -23.5% |
| 3M | -13.1% | +39.0% | -52.1% | -17.4% |
| 6M | +14.5% | -70.5% | +85.0% | +20.8% |
| YTD | -33.4% | -68.6% | +35.2% | -32.3% |
| 1Y | -40.6% | -88.6% | +48.0% | -35.0% |
| All | -42.7% | -89.5% | +46.8% | -40.7% |
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 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