+135.9%
NVT vs MSTU
-88.1%
+223.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.7% | -1.6% |
| 7D | +2.0% | -22.0% | +24.0% | +4.0% |
| 30D | -7.2% | +60.3% | -67.5% | -11.9% |
| 3M | -0.9% | -3.7% | +2.8% | -3.2% |
| 6M | +42.6% | -45.2% | +87.8% | +44.2% |
| YTD | +52.9% | -64.3% | +117.2% | +55.8% |
| 1Y | +64.5% | -94.0% | +158.5% | +93.2% |
| All | +135.9% | -88.1% | +223.9% | +123.5% |
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