+34.5%
HAS vs MSTZ
-99.2%
+133.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -6.9% | -1.3% |
| 7D | -4.8% | -23.6% | +18.7% | -5.3% |
| 30D | -5.1% | -60.7% | +55.6% | -7.1% |
| 3M | +6.4% | -58.3% | +64.6% | +5.2% |
| 6M | -5.6% | -60.0% | +54.4% | -6.1% |
| YTD | +11.0% | -75.2% | +86.2% | +10.6% |
| 1Y | +16.8% | -19.9% | +36.7% | +22.9% |
| All | +34.5% | -99.2% | +133.7% | +40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling