-16.7%
NVO vs MSTU
-93.8%
+77.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -2.5% |
| 7D | -7.6% | -16.6% | +9.0% | -6.1% |
| 30D | -6.0% | +69.7% | -75.7% | -12.0% |
| 3M | -0.8% | -7.5% | +6.7% | -2.7% |
| 6M | +16.5% | -43.1% | +59.6% | +17.2% |
| YTD | -11.1% | -63.0% | +51.9% | -10.7% |
| 1Y | -16.7% | -93.8% | +77.1% | +5.4% |
| All | -16.7% | -93.8% | +77.1% | +5.4% |
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