-20.1%
NVDL vs MSTU
-88.0%
+67.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +10.3% | -16.4% | -7.8% |
| 7D | -14.0% | -4.8% | -9.2% | -13.5% |
| 30D | -31.2% | -29.6% | -1.6% | -27.9% |
| 3M | -15.5% | +69.4% | -84.9% | -25.6% |
| 6M | -10.3% | -62.2% | +52.0% | -1.4% |
| YTD | -5.8% | -61.1% | +55.3% | -8.2% |
| 1Y | -20.1% | -87.2% | +67.1% | -17.2% |
| All | -20.1% | -88.0% | +67.9% | -17.2% |
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