-51.3%
NKE vs MSTZ
-99.2%
+47.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.4% | -1.8% |
| 7D | -2.3% | -23.6% | +21.2% | -2.9% |
| 30D | -10.4% | -60.7% | +50.4% | -12.6% |
| 3M | -15.5% | -58.3% | +42.8% | -16.8% |
| 6M | -32.6% | -60.0% | +27.4% | -33.4% |
| YTD | -39.8% | -75.2% | +35.4% | -40.5% |
| 1Y | -47.6% | -19.9% | -27.7% | -45.3% |
| All | -51.3% | -99.2% | +47.9% | -49.5% |
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 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