+22.8%
HBAN vs MSTZ
-99.1%
+121.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -6.0% | +0.9% |
| 7D | -1.9% | +24.8% | -26.7% | -0.8% |
| 30D | -5.9% | -59.2% | +53.4% | -9.1% |
| 3M | +0.2% | -56.9% | +57.1% | -1.8% |
| 6M | +6.6% | -57.6% | +64.2% | +5.9% |
| YTD | -1.7% | -73.6% | +71.9% | -2.4% |
| 1Y | -1.7% | -15.6% | +13.9% | +7.1% |
| All | +22.8% | -99.1% | +121.9% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling