+133.9%
HL vs MSTZ
-29.5%
+163.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.2% |
| 7D | +1.5% | -29.7% | +31.2% | -1.7% |
| 30D | +25.1% | -65.3% | +90.3% | +13.0% |
| 3M | +22.9% | -57.3% | +80.2% | +17.5% |
| 6M | -4.9% | -61.6% | +56.7% | -7.0% |
| YTD | +7.8% | -78.3% | +86.1% | +1.2% |
| 1Y | +133.9% | -30.2% | +164.1% | +120.7% |
| All | +133.9% | -29.5% | +163.3% | +120.7% |
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