-42.6%
NOW vs MSTZ
-99.2%
+56.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.4% | +2.0% |
| 7D | +0.3% | +30.8% | -30.5% | +2.9% |
| 30D | -27.0% | +41.2% | -68.1% | -23.6% |
| 3M | -19.6% | -60.9% | +41.3% | -22.1% |
| 6M | +17.5% | -15.7% | +33.1% | +24.2% |
| YTD | -33.3% | -75.2% | +42.0% | -32.1% |
| 1Y | -39.8% | -59.8% | +20.0% | -35.9% |
| All | -42.6% | -99.2% | +56.6% | -42.8% |
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