+24.3%
NYT vs MSTZ
-99.1%
+123.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.2% | +0.4% |
| 7D | -0.6% | +17.0% | -17.6% | -0.4% |
| 30D | +4.6% | -61.8% | +66.4% | +3.7% |
| 3M | -9.6% | -54.6% | +45.0% | -10.0% |
| 6M | -14.0% | -59.3% | +45.2% | -14.4% |
| YTD | -2.8% | -74.6% | +71.7% | -3.0% |
| 1Y | +15.6% | -18.8% | +34.4% | +18.2% |
| All | +24.3% | -99.1% | +123.5% | +20.7% |
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