+16.9%
NSC vs MSTU
-89.7%
+106.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | -3.5% | -27.7% | +24.2% | -3.7% |
| 30D | +3.9% | -40.3% | +44.2% | +3.7% |
| 3M | -0.8% | +26.4% | -27.2% | -0.6% |
| 6M | +7.1% | -75.7% | +82.8% | +6.9% |
| YTD | +16.4% | -71.9% | +88.3% | +16.1% |
| 1Y | +16.9% | -89.3% | +106.2% | +15.2% |
| All | +16.9% | -89.7% | +106.6% | +15.2% |
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