+177.9%
HPE vs MSTZ
-99.2%
+277.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.9% | -8.7% | -3.3% |
| 7D | +7.9% | +30.8% | -22.9% | +10.4% |
| 30D | -23.5% | +41.2% | -64.7% | -20.3% |
| 3M | -19.1% | -60.9% | +41.8% | -22.0% |
| 6M | +51.4% | -15.7% | +67.1% | +60.2% |
| YTD | +103.4% | -75.2% | +178.7% | +104.3% |
| 1Y | +114.4% | -59.8% | +174.2% | +127.8% |
| All | +177.9% | -99.2% | +277.1% | +180.3% |
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