+34.0%
NSC vs MSTZ
-99.4%
+133.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.4% |
| 7D | -6.2% | -1.2% | -5.0% | -6.2% |
| 30D | +2.6% | +22.2% | -19.6% | +3.0% |
| 3M | -5.8% | -70.4% | +64.6% | -7.1% |
| 6M | +2.1% | -31.0% | +33.1% | +3.0% |
| YTD | +12.7% | -81.0% | +93.7% | +12.2% |
| 1Y | +15.9% | -61.2% | +77.1% | +18.0% |
| All | +34.0% | -99.4% | +133.4% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling