+42.3%
NRG vs MSTU
-87.7%
+130.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +1.4% |
| 7D | -4.7% | -16.6% | +11.9% | -3.6% |
| 30D | -6.0% | +69.7% | -75.7% | -10.1% |
| 3M | -8.0% | -7.5% | -0.5% | -9.4% |
| 6M | -23.2% | -43.1% | +20.0% | -22.9% |
| YTD | -28.1% | -63.0% | +35.0% | -27.5% |
| 1Y | -27.3% | -93.8% | +66.5% | -17.7% |
| All | +42.3% | -87.7% | +130.0% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling