+87.8%
NUE vs MSTZ
-63.1%
+150.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -2.1% |
| 7D | -1.4% | +0.7% | -2.2% | -1.4% |
| 30D | +6.6% | +16.6% | -10.0% | +6.6% |
| 3M | -2.0% | -74.7% | +72.7% | -2.8% |
| 6M | +19.2% | -43.9% | +63.1% | +23.4% |
| YTD | +65.6% | -84.0% | +149.6% | +67.1% |
| 1Y | +87.8% | -65.1% | +152.9% | +93.9% |
| All | +87.8% | -63.1% | +150.9% | +93.9% |
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