-20.7%
NOW vs MSTU
-85.2%
+64.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.7% |
| 7D | -2.4% | +21.3% | -23.7% | -4.4% |
| 30D | +20.5% | +90.8% | -70.3% | +12.8% |
| 3M | +18.3% | -6.8% | +25.1% | +15.8% |
| 6M | +24.1% | -39.8% | +63.9% | +23.8% |
| YTD | -7.8% | -55.7% | +47.9% | -7.8% |
| 1Y | -21.4% | -92.7% | +71.3% | -10.8% |
| All | -20.7% | -85.2% | +64.5% | -19.3% |
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