-38.6%
NIO vs MSTZ
-24.0%
-14.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.2% | -8.5% | +0.2% |
| 7D | -6.7% | -25.4% | +18.7% | -7.7% |
| 30D | -20.0% | -60.9% | +40.8% | -23.3% |
| 3M | -30.5% | -54.2% | +23.7% | -31.5% |
| 6M | -20.7% | -65.0% | +44.3% | -22.7% |
| YTD | -25.7% | -76.5% | +50.8% | -27.9% |
| 1Y | -38.6% | -23.4% | -15.2% | -26.5% |
| All | -38.6% | -24.0% | -14.6% | -26.5% |
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