+9.1%
NOC vs MSTZ
-99.2%
+108.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | +0.2% |
| 7D | +4.8% | +30.8% | -25.9% | +4.8% |
| 30D | +11.0% | +41.2% | -30.2% | +10.9% |
| 3M | -3.8% | -60.9% | +57.1% | -3.9% |
| 6M | +0.6% | -15.7% | +16.3% | +0.6% |
| YTD | -2.3% | -75.2% | +72.9% | -2.4% |
| 1Y | +0.3% | -59.8% | +60.0% | 0.0% |
| All | +9.1% | -99.2% | +108.3% | +7.5% |
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 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