+51.1%
NEM vs MSTZ
-63.1%
+114.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -9.6% | +19.5% | +9.0% |
| 7D | +3.7% | +0.7% | +2.9% | +4.1% |
| 30D | +2.0% | +16.6% | -14.6% | +4.5% |
| 3M | +21.1% | -74.7% | +95.8% | +10.4% |
| 6M | +9.5% | -43.9% | +53.4% | +10.6% |
| YTD | +19.1% | -84.0% | +103.1% | +11.8% |
| 1Y | +51.1% | -65.1% | +116.2% | +52.8% |
| All | +51.1% | -63.1% | +114.2% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling