+108.3%
NVDL vs MSTZ
-99.2%
+207.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -0.8% |
| 7D | -0.8% | -23.6% | +22.7% | -4.2% |
| 30D | +3.4% | -60.7% | +64.1% | -9.1% |
| 3M | +8.1% | -58.3% | +66.4% | +0.5% |
| 6M | +31.9% | -60.0% | +91.9% | +28.4% |
| YTD | +21.1% | -75.2% | +96.3% | +18.8% |
| 1Y | +34.0% | -19.9% | +53.9% | +76.1% |
| All | +108.3% | -99.2% | +207.5% | +121.2% |
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