+146.6%
NEM vs MSTZ
-99.2%
+245.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.2% | -9.0% | -0.3% |
| 7D | +3.9% | -25.4% | +29.2% | +2.8% |
| 30D | +12.7% | -60.9% | +73.6% | +8.8% |
| 3M | +28.7% | -54.2% | +82.8% | +26.4% |
| 6M | +9.8% | -65.0% | +74.8% | +8.3% |
| YTD | +28.1% | -76.5% | +104.6% | +26.1% |
| 1Y | +69.3% | -23.4% | +92.7% | +72.0% |
| All | +146.6% | -99.2% | +245.8% | +166.7% |
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