-49.7%
NRG vs MSTU
-88.0%
+38.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +10.3% | -23.8% | -13.9% |
| 7D | -13.7% | -4.8% | -8.9% | -13.6% |
| 30D | -13.6% | -29.6% | +16.0% | -12.8% |
| 3M | -28.5% | +69.4% | -97.9% | -31.2% |
| 6M | -45.8% | -62.2% | +16.5% | -42.6% |
| YTD | -46.9% | -61.1% | +14.1% | -47.5% |
| 1Y | -49.7% | -87.2% | +37.5% | -42.4% |
| All | -49.7% | -88.0% | +38.3% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling