-43.5%
NOW vs MSTU
-91.8%
+48.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -12.9% | +10.9% | -0.8% |
| 7D | -1.7% | -23.0% | +21.3% | +0.7% |
| 30D | -27.4% | -47.7% | +20.3% | -23.4% |
| 3M | -19.4% | +12.5% | -31.9% | -22.0% |
| 6M | +13.1% | -76.1% | +89.2% | +21.8% |
| YTD | -34.3% | -75.5% | +41.2% | -31.6% |
| 1Y | -41.8% | -90.1% | +48.3% | -35.4% |
| All | -43.5% | -91.8% | +48.3% | -40.1% |
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