+416.4%
NVTS vs MSTZ
-99.3%
+515.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +6.9% |
| 7D | +2.7% | -29.7% | +32.4% | -3.2% |
| 30D | -4.5% | -65.3% | +60.8% | -20.9% |
| 3M | -61.5% | -57.3% | -4.2% | -64.1% |
| 6M | +28.0% | -61.6% | +89.6% | +26.3% |
| YTD | +65.3% | -78.3% | +143.5% | +62.0% |
| 1Y | +113.0% | -30.2% | +143.2% | +173.2% |
| All | +416.4% | -99.3% | +515.7% | +290.9% |
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