+15.0%
HAL vs MSTZ
-99.3%
+114.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | +0.3% |
| 7D | -7.9% | +4.3% | -12.2% | -7.7% |
| 30D | -2.1% | +30.2% | -32.2% | -0.7% |
| 3M | +0.4% | -66.9% | +67.3% | -2.4% |
| 6M | -19.2% | -26.3% | +7.1% | -17.2% |
| YTD | +14.4% | -80.1% | +94.5% | +13.2% |
| 1Y | +18.0% | -57.5% | +75.5% | +23.0% |
| All | +15.0% | -99.3% | +114.3% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling