+257.2%
NET vs MSTZ
-99.3%
+356.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -1.7% |
| 7D | -7.0% | -29.7% | +22.7% | -9.3% |
| 30D | -4.8% | -65.3% | +60.5% | -12.2% |
| 3M | +3.8% | -57.3% | +61.2% | +0.4% |
| 6M | +50.0% | -61.6% | +111.7% | +46.0% |
| YTD | +41.5% | -78.3% | +119.8% | +36.5% |
| 1Y | +32.8% | -30.2% | +63.1% | +49.5% |
| All | +257.2% | -99.3% | +356.4% | +236.8% |
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 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