+32.7%
HAL vs MSTZ
-99.2%
+131.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.2% | -8.9% | -0.4% |
| 7D | +0.5% | -25.4% | +25.8% | -0.4% |
| 30D | +15.9% | -60.9% | +76.8% | +12.4% |
| 3M | -8.7% | -54.2% | +45.5% | -9.8% |
| 6M | +9.0% | -65.0% | +74.0% | +7.2% |
| YTD | +32.0% | -76.5% | +108.5% | +30.5% |
| 1Y | +72.5% | -23.4% | +95.8% | +85.7% |
| All | +32.7% | -99.2% | +131.9% | +32.4% |
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 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