-1.5%
NU vs MSTU
-87.7%
+86.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.2% | -2.9% |
| 7D | -4.9% | -16.6% | +11.7% | -3.6% |
| 30D | +7.8% | +69.7% | -61.9% | +2.0% |
| 3M | +20.9% | -7.5% | +28.4% | +18.6% |
| 6M | +0.9% | -43.1% | +44.0% | +1.2% |
| YTD | -12.7% | -63.0% | +50.4% | -11.8% |
| 1Y | -6.4% | -93.8% | +87.4% | +8.4% |
| All | -1.5% | -87.7% | +86.1% | +8.1% |
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