-4.6%
HD vs MSTZ
-63.1%
+58.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -9.6% | +16.1% | +6.5% |
| 7D | +11.9% | +0.7% | +11.2% | +11.9% |
| 30D | +26.4% | +16.6% | +9.8% | +26.5% |
| 3M | +2.8% | -74.7% | +77.5% | +2.1% |
| 6M | +15.5% | -43.9% | +59.4% | +15.9% |
| YTD | +5.5% | -84.0% | +89.6% | +4.3% |
| 1Y | -4.6% | -65.1% | +60.5% | -11.5% |
| All | -4.6% | -63.1% | +58.5% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling