+33.5%
NSC vs MSTU
-89.5%
+123.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.8% |
| 7D | -6.6% | -4.3% | -2.4% | -6.6% |
| 30D | +2.2% | -34.6% | +36.7% | +2.6% |
| 3M | -6.2% | +39.0% | -45.2% | -7.3% |
| 6M | +1.7% | -70.5% | +72.2% | +2.9% |
| YTD | +12.2% | -68.6% | +80.9% | +12.4% |
| 1Y | +15.4% | -88.6% | +104.1% | +18.5% |
| All | +33.5% | -89.5% | +123.0% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling