-90.8%
NVD vs MSTZ
-99.2%
+8.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.2% | -4.3% | +2.3% |
| 7D | -7.7% | -25.4% | +17.7% | -3.9% |
| 30D | -5.8% | -60.9% | +55.1% | +8.8% |
| 3M | -23.2% | -54.2% | +31.0% | -17.7% |
| 6M | -49.7% | -65.0% | +15.3% | -45.1% |
| YTD | -47.7% | -76.5% | +28.8% | -42.6% |
| 1Y | -61.3% | -23.4% | -38.0% | -68.3% |
| All | -90.8% | -99.2% | +8.4% | -88.9% |
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 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