+82.2%
HAS vs MSTZ
-99.2%
+181.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -0.6% |
| 7D | +1.4% | +30.8% | -29.4% | +2.2% |
| 30D | +26.3% | +41.2% | -14.9% | +28.0% |
| 3M | +25.6% | -60.9% | +86.5% | +24.0% |
| 6M | +30.3% | -15.7% | +45.9% | +33.0% |
| YTD | +50.4% | -75.2% | +125.6% | +51.0% |
| 1Y | +57.7% | -59.8% | +117.5% | +61.8% |
| All | +82.2% | -99.2% | +181.4% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling