+154.1%
NXT vs MSTZ
-99.2%
+253.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +12.8% | -19.8% | -5.8% |
| 7D | -6.0% | +25.6% | -31.6% | -4.0% |
| 30D | +5.4% | +50.6% | -45.1% | +10.6% |
| 3M | -9.7% | -64.5% | +54.8% | -13.1% |
| 6M | -25.3% | -14.0% | -11.3% | -21.4% |
| YTD | +7.5% | -76.4% | +83.8% | +8.4% |
| 1Y | -3.0% | -56.2% | +53.2% | +2.4% |
| All | +154.1% | -99.2% | +253.3% | +129.9% |
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 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