+425.2%
NVTS vs MSTU
-86.5%
+511.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.6% | +10.3% | +3.6% |
| 7D | +9.7% | +16.1% | -6.5% | +4.5% |
| 30D | -13.6% | +68.7% | -82.3% | -26.3% |
| 3M | -51.0% | -11.0% | -40.0% | -52.9% |
| 6M | +46.3% | -33.4% | +79.7% | +47.3% |
| YTD | +68.1% | -59.5% | +127.6% | +77.2% |
| 1Y | +113.9% | -93.4% | +207.3% | +203.7% |
| All | +425.2% | -86.5% | +511.6% | +365.4% |
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