-23.6%
DHR vs MSTZ
-99.2%
+75.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.2% | -9.4% | -0.9% |
| 7D | -0.8% | -25.4% | +24.5% | -1.4% |
| 30D | +0.2% | -60.9% | +61.1% | -1.8% |
| 3M | +12.1% | -54.2% | +66.2% | +11.1% |
| 6M | +5.4% | -65.0% | +70.4% | +4.2% |
| YTD | -10.0% | -76.5% | +66.5% | -10.7% |
| 1Y | +4.1% | -23.4% | +27.5% | +9.7% |
| All | -23.6% | -99.2% | +75.6% | -28.1% |
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