+0.7%
NLY vs MSTZ
-63.1%
+63.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.6% | +13.4% | +3.7% |
| 7D | +3.5% | +0.7% | +2.8% | +3.5% |
| 30D | +3.6% | +16.6% | -13.0% | +4.0% |
| 3M | -13.6% | -74.7% | +61.1% | -14.9% |
| 6M | -9.1% | -43.9% | +34.8% | -8.8% |
| YTD | -6.1% | -84.0% | +78.0% | -5.8% |
| 1Y | +0.7% | -65.1% | +65.8% | +0.7% |
| All | +0.7% | -63.1% | +63.8% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling