-40.7%
NOW vs MSTZ
-54.6%
+13.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +1.3% |
| 7D | -3.1% | +4.3% | -7.3% | -2.2% |
| 30D | -27.0% | +30.2% | -57.2% | -24.0% |
| 3M | -17.7% | -66.9% | +49.2% | -22.0% |
| 6M | +12.7% | -26.3% | +39.1% | +17.3% |
| YTD | -32.9% | -80.1% | +47.2% | -32.0% |
| All | -40.7% | -54.6% | +13.9% | -38.4% |
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