+28.5%
NI vs MSTZ
-99.1%
+127.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.6% | -7.2% | -0.5% |
| 7D | -0.6% | +24.8% | -25.4% | -0.4% |
| 30D | -1.4% | -59.2% | +57.8% | -1.9% |
| 3M | -10.6% | -56.9% | +46.3% | -10.7% |
| 6M | -9.9% | -57.6% | +47.7% | -9.8% |
| YTD | +1.2% | -73.6% | +74.8% | +1.3% |
| 1Y | +4.4% | -15.6% | +20.0% | +6.3% |
| All | +28.5% | -99.1% | +127.6% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling