-42.7%
NOW vs MSTZ
-99.4%
+56.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.3% |
| 7D | -3.0% | -1.2% | -1.8% | -2.8% |
| 30D | -26.0% | +22.2% | -48.2% | -23.8% |
| 3M | -13.1% | -70.4% | +57.3% | -17.9% |
| 6M | +14.5% | -31.0% | +45.5% | +18.8% |
| YTD | -33.4% | -81.0% | +47.6% | -34.0% |
| 1Y | -40.6% | -61.2% | +20.5% | -37.2% |
| All | -42.7% | -99.4% | +56.6% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling