+20.3%
NSC vs MSTZ
-19.0%
+39.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -1.4% |
| 7D | -2.0% | -23.6% | +21.5% | -2.0% |
| 30D | -3.2% | -60.7% | +57.5% | -3.2% |
| 3M | +3.9% | -58.3% | +62.2% | +3.9% |
| 6M | +7.8% | -60.0% | +67.8% | +7.6% |
| YTD | +13.4% | -75.2% | +88.6% | +13.4% |
| 1Y | +20.3% | -19.9% | +40.2% | +23.9% |
| All | +20.3% | -19.0% | +39.4% | +23.9% |
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