+4.0%
NEE vs MSTZ
-99.2%
+103.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -1.4% |
| 7D | -0.5% | -23.6% | +23.0% | -0.6% |
| 30D | -1.7% | -60.7% | +59.0% | -1.8% |
| 3M | -1.8% | -58.3% | +56.4% | -1.9% |
| 6M | -8.8% | -60.0% | +51.2% | -8.7% |
| YTD | +5.2% | -75.2% | +80.4% | +5.4% |
| 1Y | +21.3% | -19.9% | +41.2% | +21.5% |
| All | +4.0% | -99.2% | +103.2% | +13.6% |
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