+5.6%
HON vs MSTZ
-99.1%
+104.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.6% | -7.9% | -1.2% |
| 7D | -2.6% | +24.8% | -27.4% | -2.0% |
| 30D | -11.9% | -59.2% | +47.3% | -13.6% |
| 3M | -6.1% | -56.9% | +50.8% | -7.0% |
| 6M | -19.2% | -57.6% | +38.4% | -19.3% |
| YTD | +0.2% | -73.6% | +73.7% | 0.0% |
| 1Y | -1.5% | -15.6% | +14.1% | +3.7% |
| All | +5.6% | -99.1% | +104.7% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling