+149.8%
NEM vs MSTZ
-99.2%
+248.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +1.6% |
| 7D | +3.1% | -23.6% | +26.6% | +2.1% |
| 30D | +10.0% | -60.7% | +70.7% | +6.2% |
| 3M | +30.9% | -58.3% | +89.1% | +28.2% |
| 6M | +10.5% | -60.0% | +70.6% | +9.7% |
| YTD | +29.7% | -75.2% | +105.0% | +28.0% |
| 1Y | +71.1% | -19.9% | +91.0% | +74.3% |
| All | +149.8% | -99.2% | +248.9% | +170.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling