-54.2%
NVD vs MSTZ
-18.6%
-35.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.0% | +0.9% |
| 7D | +10.8% | +17.0% | -6.2% | +7.9% |
| 30D | +0.8% | -61.8% | +62.5% | +14.2% |
| 3M | -20.8% | -54.6% | +33.8% | -16.3% |
| 6M | -41.2% | -59.3% | +18.1% | -38.3% |
| YTD | -44.2% | -74.6% | +30.4% | -39.1% |
| 1Y | -54.2% | -18.8% | -35.4% | -60.4% |
| All | -54.2% | -18.6% | -35.6% | -60.4% |
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