-24.3%
NIO vs MSTZ
-99.3%
+75.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.4% |
| 7D | -13.0% | -29.7% | +16.7% | -14.6% |
| 30D | -18.3% | -65.3% | +47.0% | -23.1% |
| 3M | -33.2% | -57.3% | +24.1% | -35.0% |
| 6M | -21.5% | -61.6% | +40.1% | -23.0% |
| YTD | -25.5% | -78.3% | +52.8% | -27.7% |
| 1Y | -38.0% | -30.2% | -7.8% | -31.9% |
| All | -24.3% | -99.3% | +75.0% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling