-53.9%
NIO vs MSTZ
-63.1%
+9.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.6% | +13.0% | +2.9% |
| 7D | -0.6% | +0.7% | -1.3% | -0.4% |
| 30D | -3.5% | +16.6% | -20.1% | -2.3% |
| 3M | -30.7% | -74.7% | +44.0% | -33.8% |
| 6M | -45.6% | -43.9% | -1.7% | -45.0% |
| YTD | -35.3% | -84.0% | +48.7% | -38.7% |
| 1Y | -53.9% | -65.1% | +11.2% | -52.8% |
| All | -53.9% | -63.1% | +9.2% | -52.8% |
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 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