+241.4%
NET vs MSTZ
-99.5%
+340.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.6% | +7.0% | -3.6% |
| 7D | -16.4% | +0.7% | -17.1% | -16.0% |
| 30D | -25.8% | +16.6% | -42.4% | -23.7% |
| 3M | -11.5% | -74.7% | +63.1% | -18.9% |
| 6M | +18.9% | -43.9% | +62.8% | +22.1% |
| YTD | +35.2% | -84.0% | +119.2% | +29.8% |
| 1Y | +14.5% | -65.1% | +79.6% | +21.4% |
| All | +241.4% | -99.5% | +340.8% | +220.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling