+12.7%
NLY vs MSTZ
-18.6%
+31.3%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.5% |
| 7D | -4.0% | +17.0% | -21.0% | -3.7% |
| 30D | -5.2% | -61.8% | +56.6% | -6.5% |
| 3M | +2.8% | -54.6% | +57.4% | +2.2% |
| 6M | +4.2% | -59.3% | +63.5% | +4.0% |
| YTD | +4.7% | -74.6% | +79.2% | +5.1% |
| 1Y | +12.7% | -18.8% | +31.6% | +16.5% |
| All | +12.7% | -18.6% | +31.3% | +16.5% |
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 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