+8.5%
NI vs MSTZ
-63.1%
+71.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.6% | +11.1% | +1.5% |
| 7D | +3.9% | +0.7% | +3.2% | +3.9% |
| 30D | +15.3% | +16.6% | -1.3% | +15.3% |
| 3M | +2.4% | -74.7% | +77.1% | +2.2% |
| 6M | -4.5% | -43.9% | +39.4% | -2.9% |
| YTD | +11.4% | -84.0% | +95.4% | +12.1% |
| 1Y | +8.5% | -65.1% | +73.6% | +12.0% |
| All | +8.5% | -63.1% | +71.6% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling