-13.1%
DHR vs MSTZ
-99.2%
+86.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.6% | +0.5% |
| 7D | +1.2% | +30.8% | -29.6% | +2.1% |
| 30D | +3.7% | +41.2% | -37.5% | +5.2% |
| 3M | +14.5% | -60.9% | +75.4% | +13.0% |
| 6M | +40.9% | -15.7% | +56.6% | +44.2% |
| YTD | +2.4% | -75.2% | +77.6% | +2.5% |
| 1Y | +6.1% | -59.8% | +65.9% | +8.8% |
| All | -13.1% | -99.2% | +86.1% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling