+37.4%
NSC vs MSTU
-85.2%
+122.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.5% |
| 7D | -5.5% | +21.3% | -26.8% | -5.9% |
| 30D | -3.2% | +90.8% | -94.0% | -4.5% |
| 3M | +7.7% | -6.8% | +14.4% | +7.2% |
| 6M | +4.5% | -39.8% | +44.3% | +4.4% |
| YTD | +15.6% | -55.7% | +71.2% | +15.5% |
| 1Y | +19.8% | -92.7% | +112.5% | +25.3% |
| All | +37.4% | -85.2% | +122.6% | +29.9% |
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 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