-34.4%
HDB vs MSTZ
-29.5%
-4.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.4% |
| 7D | +0.4% | -29.7% | +30.2% | +0.1% |
| 30D | -2.8% | -65.3% | +62.5% | -4.3% |
| 3M | -3.5% | -57.3% | +53.8% | -3.8% |
| 6M | -24.7% | -61.6% | +36.9% | -25.0% |
| YTD | -36.6% | -78.3% | +41.7% | -37.1% |
| 1Y | -34.4% | -30.2% | -4.1% | -35.1% |
| All | -34.4% | -29.5% | -4.9% | -35.1% |
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