+144.8%
NEM vs MSTZ
-99.1%
+243.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.6% | -8.6% | -1.6% |
| 7D | -3.3% | +24.8% | -28.1% | -2.1% |
| 30D | +7.8% | -59.2% | +67.1% | +4.4% |
| 3M | +36.3% | -56.9% | +93.1% | +33.7% |
| 6M | +6.6% | -57.6% | +64.1% | +6.1% |
| YTD | +27.1% | -73.6% | +100.7% | +25.9% |
| 1Y | +62.3% | -15.6% | +77.9% | +65.9% |
| All | +144.8% | -99.1% | +243.9% | +166.4% |
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 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