-64.0%
NVO vs MSTU
-88.1%
+24.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.8% | +5.6% | -0.9% |
| 7D | -7.4% | -22.0% | +14.7% | -6.4% |
| 30D | -5.5% | +60.3% | -65.8% | -8.1% |
| 3M | +4.1% | -3.7% | +7.8% | +2.7% |
| 6M | +19.3% | -45.2% | +64.5% | +19.7% |
| YTD | -9.2% | -64.3% | +55.1% | -9.2% |
| 1Y | -15.0% | -94.0% | +79.0% | -12.5% |
| All | -64.0% | -88.1% | +24.0% | -66.0% |
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