+5.0%
NEE vs MSTZ
-99.3%
+104.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -0.7% |
| 7D | +1.9% | -29.7% | +31.7% | +1.9% |
| 30D | -2.2% | -65.3% | +63.1% | -2.3% |
| 3M | -1.2% | -57.3% | +56.2% | -1.2% |
| 6M | -8.6% | -61.6% | +53.1% | -8.4% |
| YTD | +6.2% | -78.3% | +84.5% | +6.3% |
| 1Y | +21.1% | -30.2% | +51.3% | +21.2% |
| All | +5.0% | -99.3% | +104.3% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling