+103.5%
NVDA vs MSTZ
-99.3%
+202.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +1.1% |
| 7D | +5.9% | -29.7% | +35.6% | +3.2% |
| 30D | +5.1% | -65.3% | +70.4% | -2.9% |
| 3M | +5.4% | -57.3% | +62.7% | +1.9% |
| 6M | +26.0% | -61.6% | +87.6% | +23.5% |
| YTD | +23.7% | -78.3% | +101.9% | +19.9% |
| 1Y | +34.4% | -30.2% | +64.6% | +51.0% |
| All | +103.5% | -99.3% | +202.8% | +101.5% |
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 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