-63.6%
NVO vs MSTU
-87.2%
+23.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -1.1% |
| 7D | -4.7% | +12.9% | -17.6% | -5.4% |
| 30D | -5.4% | +68.3% | -73.8% | -8.2% |
| 3M | +7.0% | +0.4% | +6.6% | +5.4% |
| 6M | +17.6% | -41.5% | +59.1% | +17.6% |
| YTD | -8.0% | -61.7% | +53.7% | -8.3% |
| 1Y | -13.8% | -93.7% | +79.8% | -11.6% |
| All | -63.6% | -87.2% | +23.6% | -65.7% |
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