-32.9%
HDB vs MSTZ
-63.1%
+30.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.6% | +15.1% | +5.3% |
| 7D | +12.9% | +0.7% | +12.2% | +13.0% |
| 30D | +10.0% | +16.6% | -6.6% | +10.7% |
| 3M | +1.8% | -74.7% | +76.5% | -0.3% |
| 6M | -2.1% | -43.9% | +41.8% | -0.5% |
| YTD | -33.4% | -84.0% | +50.6% | -34.4% |
| 1Y | -32.9% | -65.1% | +32.2% | -31.7% |
| All | -32.9% | -63.1% | +30.2% | -31.7% |
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 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