+1.1%
NU vs MSTZ
-99.1%
+100.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.6% | -6.5% | +0.6% |
| 7D | -4.2% | +24.8% | -29.0% | -2.5% |
| 30D | +10.0% | -59.2% | +69.3% | +4.4% |
| 3M | +29.3% | -56.9% | +86.1% | +25.4% |
| 6M | +0.9% | -57.6% | +58.5% | +0.1% |
| YTD | -10.3% | -73.6% | +63.3% | -11.1% |
| 1Y | -3.2% | -15.6% | +12.4% | +8.3% |
| All | +1.1% | -99.1% | +100.2% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling