-24.5%
NIO vs MSTZ
-99.2%
+74.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.2% | -8.5% | +0.3% |
| 7D | -6.7% | -25.4% | +18.7% | -8.0% |
| 30D | -20.0% | -60.9% | +40.8% | -24.1% |
| 3M | -30.5% | -54.2% | +23.7% | -32.0% |
| 6M | -20.7% | -65.0% | +44.3% | -22.8% |
| YTD | -25.7% | -76.5% | +50.8% | -27.5% |
| 1Y | -38.6% | -23.4% | -15.2% | -32.0% |
| All | -24.5% | -99.2% | +74.7% | -40.9% |
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 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