+174.8%
NOK vs MSTZ
-99.1%
+273.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.8% | +8.6% | +4.6% |
| 7D | +11.0% | +17.0% | -6.1% | +11.8% |
| 30D | +7.8% | -61.8% | +69.6% | +4.2% |
| 3M | -21.0% | -54.6% | +33.6% | -22.2% |
| 6M | +40.9% | -59.3% | +100.1% | +39.5% |
| YTD | +72.0% | -74.6% | +146.6% | +70.4% |
| 1Y | +140.9% | -18.8% | +159.7% | +149.0% |
| All | +174.8% | -99.1% | +273.9% | +161.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling