+141.0%
NVT vs MSTZ
-99.2%
+240.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.5% | -7.9% | -2.1% |
| 7D | +7.0% | -23.6% | +30.6% | +5.5% |
| 30D | -2.3% | -60.7% | +58.4% | -7.7% |
| 3M | -3.1% | -58.3% | +55.2% | -6.2% |
| 6M | +47.0% | -60.0% | +107.0% | +45.7% |
| YTD | +56.2% | -75.2% | +131.4% | +54.9% |
| 1Y | +74.5% | -19.9% | +94.4% | +96.4% |
| All | +141.0% | -99.2% | +240.1% | +110.5% |
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