-52.0%
NKE vs MSTZ
-99.1%
+47.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.2% | +0.4% |
| 7D | -4.2% | +17.0% | -21.2% | -3.6% |
| 30D | -8.2% | -61.8% | +53.6% | -10.6% |
| 3M | -19.1% | -54.6% | +35.5% | -20.2% |
| 6M | -32.6% | -59.3% | +26.6% | -33.3% |
| YTD | -40.7% | -74.6% | +33.9% | -41.4% |
| 1Y | -48.9% | -18.8% | -30.1% | -46.6% |
| All | -52.0% | -99.1% | +47.2% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling