+2.9%
NOC vs MSTZ
-99.1%
+102.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.6% | -5.9% | +0.7% |
| 7D | -1.8% | +24.8% | -26.6% | -1.8% |
| 30D | -9.4% | -59.2% | +49.8% | -9.4% |
| 3M | -3.8% | -56.9% | +53.0% | -3.8% |
| 6M | -28.8% | -57.6% | +28.8% | -28.7% |
| YTD | -7.9% | -73.6% | +65.7% | -7.9% |
| 1Y | -9.0% | -15.6% | +6.5% | -9.4% |
| All | +2.9% | -99.1% | +102.0% | +1.5% |
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 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