-30.2%
MSTZ vs NTRS
+46.5%
-76.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.0% |
| 7D | -29.7% | -0.1% | -29.6% | -28.6% |
| 30D | -65.3% | +1.2% | -66.5% | -64.6% |
| 3M | -57.3% | +8.3% | -65.7% | -50.5% |
| 6M | -61.6% | +30.0% | -91.6% | -36.4% |
| YTD | -78.3% | +38.0% | -116.3% | -56.0% |
| 1Y | -30.2% | +47.4% | -77.6% | +59.5% |
| All | -30.2% | +46.5% | -76.7% | +59.5% |
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