-99.2%
MSTZ vs NTRS
+115.5%
-214.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.7% |
| 7D | -29.7% | +0.4% | -30.1% | -28.0% |
| 30D | -65.3% | +1.7% | -67.0% | -64.4% |
| 3M | -57.3% | +8.9% | -66.2% | -49.5% |
| 6M | -61.6% | +30.6% | -92.2% | -35.9% |
| YTD | -78.3% | +38.7% | -117.0% | -54.9% |
| 1Y | -30.2% | +48.1% | -78.3% | +68.0% |
| All | -99.2% | +115.5% | -214.7% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling