+15.0%
NYT vs MSTZ
-29.5%
+44.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.3% |
| 7D | -1.3% | -29.7% | +28.4% | -1.2% |
| 30D | +2.7% | -65.3% | +68.0% | +3.1% |
| 3M | -10.3% | -57.3% | +47.0% | -10.5% |
| 6M | -16.6% | -61.6% | +45.1% | -17.0% |
| YTD | -2.3% | -78.3% | +76.0% | -2.0% |
| 1Y | +15.0% | -30.2% | +45.3% | +10.7% |
| All | +15.0% | -29.5% | +44.5% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling