-3.1%
HON vs MSTZ
-18.6%
+15.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.8% | 0.0% |
| 7D | -3.5% | +17.0% | -20.5% | -3.2% |
| 30D | -13.8% | -61.8% | +48.0% | -14.7% |
| 3M | -11.7% | -54.6% | +42.9% | -11.3% |
| 6M | -18.7% | -59.3% | +40.5% | -18.0% |
| YTD | +0.2% | -74.6% | +74.8% | +0.7% |
| 1Y | -3.1% | -18.8% | +15.8% | +0.7% |
| All | -3.1% | -18.6% | +15.5% | +0.7% |
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