+3.8%
NEE vs MSTZ
-99.1%
+102.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.6% | -6.8% | -0.2% |
| 7D | -1.9% | +24.8% | -26.7% | -1.9% |
| 30D | -3.1% | -59.2% | +56.1% | -3.2% |
| 3M | -2.4% | -56.9% | +54.4% | -2.5% |
| 6M | -8.6% | -57.6% | +49.0% | -8.4% |
| YTD | +4.9% | -73.6% | +78.5% | +5.1% |
| 1Y | +19.4% | -15.6% | +34.9% | +19.6% |
| All | +3.8% | -99.1% | +102.9% | +13.4% |
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