+318.4%
NVTS vs MSTU
-91.8%
+410.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -12.9% | +7.9% | -2.2% |
| 7D | +21.6% | -23.0% | +44.6% | +28.6% |
| 30D | -8.5% | -47.7% | +39.2% | +5.1% |
| 3M | -31.4% | +12.5% | -43.9% | -37.3% |
| 6M | -50.3% | -76.1% | +25.7% | -38.5% |
| YTD | +33.9% | -75.5% | +109.4% | +54.6% |
| 1Y | +10.6% | -90.1% | +100.7% | +48.8% |
| All | +318.4% | -91.8% | +410.2% | +306.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling