-30.3%
NXT vs MSTZ
-12.2%
-18.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +2.3% |
| 7D | -9.4% | +30.8% | -40.2% | -5.2% |
| 30D | +15.1% | +41.2% | -26.1% | +24.2% |
| 3M | -9.1% | -60.9% | +51.8% | -15.5% |
| 6M | -30.3% | -15.7% | -14.6% | -7.7% |
| All | -30.3% | -12.2% | -18.1% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling