-90.2%
NVD vs MSTZ
-99.1%
+8.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.6% | -2.1% | +3.2% |
| 7D | +9.0% | +24.8% | -15.8% | +4.5% |
| 30D | -5.5% | -59.2% | +53.8% | +8.3% |
| 3M | -24.6% | -56.9% | +32.2% | -18.0% |
| 6M | -42.1% | -57.6% | +15.5% | -39.1% |
| YTD | -44.3% | -73.6% | +29.3% | -40.3% |
| 1Y | -54.2% | -15.6% | -38.6% | -63.1% |
| All | -90.2% | -99.1% | +8.9% | -88.5% |
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 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