-99.1%
MSTZ vs NTRS
+113.2%
-212.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.3% |
| 7D | -23.6% | +0.9% | -24.4% | -21.1% |
| 30D | -60.7% | -1.2% | -59.5% | -61.7% |
| 3M | -58.3% | +8.8% | -67.0% | -50.5% |
| 6M | -60.0% | +34.7% | -94.7% | -29.1% |
| YTD | -75.2% | +37.2% | -112.5% | -49.4% |
| 1Y | -19.9% | +46.3% | -66.2% | +89.6% |
| All | -99.1% | +113.2% | -212.4% | -93.0% |
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