-99.2%
MSTZ vs NVDX
-2.0%
-97.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -11.0% | +18.6% | -0.4% |
| 7D | +21.1% | -34.6% | +55.7% | -8.2% |
| 30D | +40.1% | -47.9% | +88.0% | -7.6% |
| 3M | -66.1% | -44.4% | -21.7% | -74.5% |
| 6M | -20.7% | -47.3% | +26.6% | -38.1% |
| YTD | -78.6% | -36.9% | -41.7% | -76.2% |
| 1Y | -55.5% | -46.8% | -8.7% | -55.1% |
| All | -99.2% | -2.0% | -97.2% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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