+83.1%
NTR vs MSTZ
-99.2%
+182.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.4% | +0.1% |
| 7D | +0.5% | -23.6% | +24.1% | +0.3% |
| 30D | +21.7% | -60.7% | +82.5% | +20.4% |
| 3M | +22.8% | -58.3% | +81.0% | +22.0% |
| 6M | +8.2% | -60.0% | +68.2% | +7.9% |
| YTD | +32.9% | -75.2% | +108.1% | +32.4% |
| 1Y | +45.3% | -19.9% | +65.2% | +48.5% |
| All | +83.1% | -99.2% | +182.2% | +79.1% |
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