-64.8%
NVO vs MSTZ
-99.1%
+34.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.6% | -2.3% |
| 7D | -7.6% | +17.0% | -24.6% | -6.9% |
| 30D | -6.0% | -61.8% | +55.8% | -8.9% |
| 3M | -0.8% | -54.6% | +53.8% | -2.3% |
| 6M | +16.5% | -59.3% | +75.7% | +15.6% |
| YTD | -11.1% | -74.6% | +63.5% | -12.2% |
| 1Y | -16.7% | -18.8% | +2.1% | -15.7% |
| All | -64.8% | -99.1% | +34.3% | -67.2% |
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 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