+388.0%
NVTS vs MSTZ
-99.1%
+487.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.6% | -10.5% | -2.5% |
| 7D | +0.5% | +24.8% | -24.3% | +5.5% |
| 30D | -18.0% | -59.2% | +41.2% | -29.9% |
| 3M | -45.6% | -56.9% | +11.2% | -49.8% |
| 6M | +28.5% | -57.6% | +86.0% | +29.4% |
| YTD | +56.2% | -73.6% | +129.7% | +59.9% |
| 1Y | +97.7% | -15.6% | +113.3% | +164.6% |
| All | +388.0% | -99.1% | +487.1% | +285.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling