+112.1%
NVDL vs MSTU
-86.5%
+198.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.6% | +4.6% | -2.3% |
| 7D | +7.3% | +16.1% | -8.8% | +3.1% |
| 30D | -0.7% | +68.7% | -69.3% | -12.4% |
| 3M | +9.5% | -11.0% | +20.5% | +5.8% |
| 6M | +41.6% | -33.4% | +75.0% | +39.4% |
| YTD | +23.3% | -59.5% | +82.8% | +26.0% |
| 1Y | +40.3% | -93.4% | +133.6% | +99.6% |
| All | +112.1% | -86.5% | +198.6% | +157.8% |
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