-38.0%
NIO vs MSTZ
-29.5%
-8.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.4% |
| 7D | -13.0% | -29.7% | +16.7% | -14.2% |
| 30D | -18.3% | -65.3% | +47.0% | -22.1% |
| 3M | -33.2% | -57.3% | +24.1% | -34.4% |
| 6M | -21.5% | -61.6% | +40.1% | -22.9% |
| YTD | -25.5% | -78.3% | +52.8% | -28.1% |
| 1Y | -38.0% | -30.2% | -7.8% | -27.5% |
| All | -38.0% | -29.5% | -8.6% | -27.5% |
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