+37.4%
NSC vs MSTZ
-99.3%
+136.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.5% |
| 7D | -5.5% | -29.7% | +24.2% | -5.9% |
| 30D | -3.2% | -65.3% | +62.1% | -4.6% |
| 3M | +7.7% | -57.3% | +65.0% | +7.0% |
| 6M | +4.5% | -61.6% | +66.2% | +4.0% |
| YTD | +15.6% | -78.3% | +93.8% | +14.9% |
| 1Y | +19.8% | -30.2% | +50.1% | +24.0% |
| All | +37.4% | -99.3% | +136.7% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling