+158.0%
NXT vs MSTZ
-99.2%
+257.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +2.0% |
| 7D | -9.4% | +30.8% | -40.2% | -7.1% |
| 30D | +15.1% | +41.2% | -26.1% | +20.1% |
| 3M | -9.1% | -60.9% | +51.8% | -11.8% |
| 6M | -30.3% | -15.7% | -14.6% | -26.7% |
| YTD | +9.1% | -75.2% | +84.3% | +10.5% |
| 1Y | +7.9% | -59.8% | +67.7% | +13.3% |
| All | +158.0% | -99.2% | +257.1% | +134.4% |
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