-99.1%
MSTZ vs NTRS
+116.1%
-215.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.4% | +5.2% | +8.9% |
| 7D | +24.8% | +0.3% | +24.5% | +25.5% |
| 30D | -59.2% | +0.2% | -59.4% | -59.4% |
| 3M | -56.9% | +13.2% | -70.1% | -45.3% |
| 6M | -57.6% | +36.9% | -94.5% | -22.6% |
| YTD | -73.6% | +39.1% | -112.7% | -44.9% |
| 1Y | -15.6% | +50.4% | -66.0% | +109.6% |
| All | -99.1% | +116.1% | -215.2% | -92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling