-52.2%
NKE vs MSTZ
-99.1%
+46.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.6% | -8.5% | -1.7% |
| 7D | -5.5% | +24.8% | -30.3% | -4.8% |
| 30D | -10.4% | -59.2% | +48.8% | -12.5% |
| 3M | -15.8% | -56.9% | +41.0% | -17.1% |
| 6M | -33.4% | -57.6% | +24.2% | -34.0% |
| YTD | -41.0% | -73.6% | +32.6% | -41.6% |
| 1Y | -49.1% | -15.6% | -33.5% | -46.8% |
| All | -52.2% | -99.1% | +46.9% | -50.3% |
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