+54.3%
NDAQ vs MSTZ
-99.3%
+153.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.4% |
| 7D | 0.0% | +31.0% | -31.0% | +1.2% |
| 30D | +16.3% | +34.0% | -17.6% | +18.2% |
| 3M | +15.8% | -67.7% | +83.5% | +12.6% |
| 6M | +24.8% | -14.9% | +39.8% | +28.0% |
| YTD | +14.1% | -79.1% | +93.1% | +13.5% |
| 1Y | +26.5% | -58.9% | +85.5% | +29.7% |
| All | +54.3% | -99.3% | +153.6% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling