+146.8%
NVT vs MSTU
-87.7%
+234.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.1% | +4.4% |
| 7D | +4.1% | -16.6% | +20.7% | +5.5% |
| 30D | -5.1% | +69.7% | -74.8% | -10.3% |
| 3M | -1.2% | -7.5% | +6.3% | -3.1% |
| 6M | +46.6% | -43.1% | +89.7% | +47.8% |
| YTD | +60.0% | -63.0% | +123.0% | +62.5% |
| 1Y | +70.8% | -93.8% | +164.6% | +100.0% |
| All | +146.8% | -87.7% | +234.5% | +133.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling