+32.1%
NDAQ vs MSTZ
-99.2%
+131.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.3% | -0.6% |
| 7D | -1.6% | -23.6% | +22.0% | -2.3% |
| 30D | -1.5% | -60.7% | +59.3% | -4.3% |
| 3M | +8.0% | -58.3% | +66.3% | +6.3% |
| 6M | +7.7% | -60.0% | +67.8% | +6.7% |
| YTD | -2.3% | -75.2% | +72.9% | -3.1% |
| 1Y | +0.6% | -19.9% | +20.4% | +5.5% |
| All | +32.1% | -99.2% | +131.3% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling