+215.0%
HL vs MSTZ
-99.2%
+314.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.2% | -9.3% | -0.4% |
| 7D | +7.1% | -25.4% | +32.4% | +5.2% |
| 30D | +21.4% | -60.9% | +82.3% | +14.8% |
| 3M | +37.4% | -54.2% | +91.6% | +34.1% |
| 6M | +0.4% | -65.0% | +65.4% | -1.3% |
| YTD | +6.7% | -76.5% | +83.2% | +4.7% |
| 1Y | +102.4% | -23.4% | +125.7% | +111.5% |
| All | +215.0% | -99.2% | +314.2% | +204.0% |
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