+146.8%
NVT vs MSTZ
-99.1%
+246.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.8% | +8.4% | +4.4% |
| 7D | +4.1% | +17.0% | -13.0% | +5.4% |
| 30D | -5.1% | -61.8% | +56.7% | -10.5% |
| 3M | -1.2% | -54.6% | +53.4% | -3.7% |
| 6M | +46.6% | -59.3% | +105.8% | +45.5% |
| YTD | +60.0% | -74.6% | +134.6% | +59.1% |
| 1Y | +70.8% | -18.8% | +89.6% | +92.5% |
| All | +146.8% | -99.1% | +246.0% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling