+21.1%
HIG vs MSTZ
-99.2%
+120.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +0.7% |
| 7D | -0.5% | -23.6% | +23.1% | -0.6% |
| 30D | -2.8% | -60.7% | +57.9% | -3.4% |
| 3M | +6.3% | -58.3% | +64.6% | +6.0% |
| 6M | -0.1% | -60.0% | +59.9% | -0.2% |
| YTD | +0.4% | -75.2% | +75.7% | +0.4% |
| 1Y | +6.2% | -19.9% | +26.1% | +8.8% |
| All | +21.1% | -99.2% | +120.3% | +21.0% |
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