-65.1%
MSTZ vs NTRS
+43.5%
-108.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.1% | -12.7% | -4.8% |
| 7D | +0.7% | +3.6% | -2.8% | +7.2% |
| 30D | +16.6% | +4.3% | +12.3% | +27.2% |
| 3M | -74.7% | -1.9% | -72.7% | -74.2% |
| 6M | -43.9% | +11.4% | -55.4% | -28.8% |
| YTD | -84.0% | +32.3% | -116.3% | -66.8% |
| 1Y | -65.1% | +42.5% | -107.6% | -14.3% |
| All | -65.1% | +43.5% | -108.6% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling