+33.3%
NDAQ vs MSTZ
-99.2%
+132.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.2% | -10.1% | -1.6% |
| 7D | -2.6% | -25.4% | +22.8% | -3.4% |
| 30D | +0.5% | -60.9% | +61.3% | -2.4% |
| 3M | +9.9% | -54.2% | +64.1% | +8.5% |
| 6M | +8.2% | -65.0% | +73.2% | +6.6% |
| YTD | -1.5% | -76.5% | +75.0% | -2.5% |
| 1Y | +1.3% | -23.4% | +24.7% | +6.1% |
| All | +33.3% | -99.2% | +132.5% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling