+25.6%
HAL vs MSTZ
-63.1%
+88.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.6% | +6.4% | -3.2% |
| 7D | -7.7% | +0.7% | -8.5% | -7.7% |
| 30D | +0.7% | +16.6% | -15.9% | +0.9% |
| 3M | +2.5% | -74.7% | +77.1% | +1.5% |
| 6M | -20.7% | -43.9% | +23.2% | -19.2% |
| YTD | +18.4% | -84.0% | +102.4% | +20.4% |
| 1Y | +25.6% | -65.1% | +90.7% | +34.2% |
| All | +25.6% | -63.1% | +88.7% | +34.2% |
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