+84.2%
NUE vs MSTU
-88.1%
+172.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.8% | -0.6% |
| 7D | -2.7% | -22.0% | +19.3% | -1.6% |
| 30D | -6.1% | +60.3% | -66.4% | -9.0% |
| 3M | +2.2% | -3.7% | +5.9% | +0.9% |
| 6M | +50.8% | -45.2% | +96.0% | +51.6% |
| YTD | +57.5% | -64.3% | +121.9% | +59.1% |
| 1Y | +82.5% | -94.0% | +176.5% | +105.1% |
| All | +84.2% | -88.1% | +172.3% | +77.7% |
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