+162.9%
NOK vs MSTZ
-99.2%
+262.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.2% | -2.0% | +6.5% |
| 7D | +7.3% | -25.4% | +32.6% | +6.2% |
| 30D | +13.8% | -60.9% | +74.7% | +10.1% |
| 3M | -27.0% | -54.2% | +27.2% | -28.0% |
| 6M | +37.6% | -65.0% | +102.6% | +35.4% |
| YTD | +64.6% | -76.5% | +141.1% | +62.5% |
| 1Y | +132.0% | -23.4% | +155.4% | +139.1% |
| All | +162.9% | -99.2% | +262.1% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling