-99.1%
MSTZ vs NTRS
+105.8%
-204.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +5.5% |
| 7D | +30.8% | +3.2% | +27.6% | +37.8% |
| 30D | +41.2% | +9.6% | +31.6% | +69.3% |
| 3M | -60.9% | -6.0% | -54.9% | -63.6% |
| 6M | -15.7% | +10.4% | -26.1% | +6.2% |
| YTD | -75.2% | +32.5% | -107.7% | -50.5% |
| 1Y | -59.8% | +41.2% | -101.0% | -9.4% |
| All | -99.1% | +105.8% | -204.9% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling