+1.0%
NU vs MSTU
-87.2%
+88.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.3% | -1.7% |
| 7D | -2.6% | +12.9% | -15.5% | -3.9% |
| 30D | +8.2% | +68.3% | -60.1% | +2.5% |
| 3M | +26.3% | +0.4% | +25.9% | +23.0% |
| 6M | +2.2% | -41.5% | +43.8% | +2.4% |
| YTD | -10.4% | -61.7% | +51.3% | -9.8% |
| 1Y | -3.0% | -93.7% | +90.7% | +12.3% |
| All | +1.0% | -87.2% | +88.2% | +10.6% |
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