+129.4%
NXT vs MSTZ
-99.3%
+228.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.4% |
| 7D | -1.1% | -29.7% | +28.6% | -3.1% |
| 30D | -15.3% | -65.3% | +49.9% | -20.7% |
| 3M | -43.8% | -57.3% | +13.5% | -45.4% |
| 6M | -18.7% | -61.6% | +43.0% | -19.9% |
| YTD | -3.0% | -78.3% | +75.3% | -5.4% |
| 1Y | +22.7% | -30.2% | +53.0% | +30.2% |
| All | +129.4% | -99.3% | +228.6% | +100.7% |
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 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