+147.1%
NVT vs MSTU
-86.5%
+233.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.6% | +12.8% | +4.9% |
| 7D | +10.4% | +16.1% | -5.8% | +8.6% |
| 30D | -1.3% | +68.7% | -69.9% | -6.6% |
| 3M | -0.6% | -11.0% | +10.4% | -2.3% |
| 6M | +53.8% | -33.4% | +87.1% | +53.1% |
| YTD | +60.2% | -59.5% | +119.7% | +61.6% |
| 1Y | +76.8% | -93.4% | +170.1% | +106.0% |
| All | +147.1% | -86.5% | +233.6% | +131.8% |
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