-57.6%
HTZ vs MSTZ
-29.5%
-28.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.5% |
| 7D | +7.5% | -29.7% | +37.2% | +5.2% |
| 30D | +47.4% | -65.3% | +112.7% | +36.6% |
| 3M | -54.9% | -57.3% | +2.4% | -56.1% |
| 6M | -47.0% | -61.6% | +14.6% | -47.5% |
| YTD | -55.3% | -78.3% | +23.0% | -56.6% |
| 1Y | -57.6% | -30.2% | -27.4% | -60.3% |
| All | -57.6% | -29.5% | -28.2% | -60.3% |
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 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