-24.1%
NU vs MSTU
-88.0%
+63.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.3% | -7.1% | +2.6% |
| 7D | +0.2% | -4.8% | +5.0% | +0.4% |
| 30D | -21.0% | -29.6% | +8.5% | -19.6% |
| 3M | -16.3% | +69.4% | -85.7% | -20.0% |
| 6M | -15.3% | -62.2% | +46.9% | -12.5% |
| YTD | -28.4% | -61.1% | +32.7% | -29.7% |
| 1Y | -24.1% | -87.2% | +63.0% | -24.4% |
| All | -24.1% | -88.0% | +63.9% | -24.4% |
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