-99.1%
MSTZ vs NVDX
+81.6%
-180.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +4.1% |
| 7D | -23.6% | -0.9% | -22.7% | -22.8% |
| 30D | -60.7% | +3.0% | -63.7% | -57.4% |
| 3M | -58.3% | +6.8% | -65.0% | -51.6% |
| 6M | -60.0% | +28.6% | -88.6% | -42.2% |
| YTD | -75.2% | +17.0% | -92.2% | -60.3% |
| 1Y | -19.9% | +27.0% | -46.9% | +45.1% |
| All | -99.1% | +81.6% | -180.7% | -96.2% |
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