+33.5%
NSC vs MSTZ
-99.4%
+132.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.8% |
| 7D | -6.6% | -1.2% | -5.4% | -6.6% |
| 30D | +2.2% | +22.2% | -20.0% | +2.6% |
| 3M | -6.2% | -70.4% | +64.2% | -7.4% |
| 6M | +1.7% | -31.0% | +32.7% | +2.6% |
| YTD | +12.2% | -81.0% | +93.3% | +11.7% |
| 1Y | +15.4% | -61.2% | +76.6% | +17.5% |
| All | +33.5% | -99.4% | +132.8% | +23.0% |
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