-38.7%
NOW vs MSTZ
-63.1%
+24.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.6% | +9.3% | -1.3% |
| 7D | -27.5% | +0.7% | -28.3% | -27.1% |
| 30D | -20.0% | +16.6% | -36.6% | -17.9% |
| 3M | -7.9% | -74.7% | +66.8% | -15.3% |
| 6M | +18.3% | -43.9% | +62.2% | +19.4% |
| YTD | -29.0% | -84.0% | +55.1% | -29.9% |
| 1Y | -38.7% | -65.1% | +26.4% | -37.3% |
| All | -38.7% | -63.1% | +24.4% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling