+99.2%
NOK vs MSTZ
-99.2%
+198.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.5% | -2.3% |
| 7D | +5.4% | +30.8% | -25.4% | +6.9% |
| 30D | -14.1% | +41.2% | -55.3% | -11.9% |
| 3M | -23.6% | -60.9% | +37.3% | -24.7% |
| 6M | -45.1% | -15.7% | -29.5% | -43.4% |
| YTD | +24.7% | -75.2% | +99.9% | +25.6% |
| 1Y | +19.0% | -59.8% | +78.8% | +22.4% |
| All | +99.2% | -99.2% | +198.4% | +92.5% |
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