-42.2%
NIO vs MSTZ
-99.2%
+56.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.9% | -9.9% | -4.6% |
| 7D | -14.5% | +30.8% | -45.2% | -12.6% |
| 30D | -15.0% | +41.2% | -56.2% | -12.0% |
| 3M | -35.6% | -60.9% | +25.3% | -37.6% |
| 6M | -55.7% | -15.7% | -40.0% | -53.5% |
| YTD | -43.1% | -75.2% | +32.1% | -43.1% |
| 1Y | -53.5% | -59.8% | +6.3% | -51.0% |
| All | -42.2% | -99.2% | +56.9% | -53.7% |
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