+88.2%
NUE vs MSTU
-85.2%
+173.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | -0.4% |
| 7D | +4.2% | +21.3% | -17.1% | +3.0% |
| 30D | -5.0% | +90.8% | -95.8% | -8.7% |
| 3M | -0.2% | -6.8% | +6.5% | -1.2% |
| 6M | +49.1% | -39.8% | +89.0% | +49.6% |
| YTD | +61.0% | -55.7% | +116.7% | +61.0% |
| 1Y | +82.5% | -92.7% | +175.2% | +103.4% |
| All | +88.2% | -85.2% | +173.4% | +79.9% |
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