+120.8%
NXT vs MSTZ
-99.1%
+219.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.6% | -7.8% | -0.7% |
| 7D | -2.6% | +24.8% | -27.4% | -0.8% |
| 30D | -22.4% | -59.2% | +36.8% | -26.5% |
| 3M | -27.3% | -56.9% | +29.5% | -29.5% |
| 6M | -28.5% | -57.6% | +29.1% | -28.9% |
| YTD | -6.6% | -73.6% | +67.0% | -7.5% |
| 1Y | +20.4% | -15.6% | +35.9% | +29.7% |
| All | +120.8% | -99.1% | +219.9% | +96.2% |
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 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