-51.6%
HTZ vs MSTZ
-99.4%
+47.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +17.7% | -38.5% | -19.2% |
| 7D | -7.7% | +13.4% | -21.1% | -5.9% |
| 30D | -13.1% | +37.5% | -50.6% | -9.3% |
| 3M | +14.7% | -69.9% | +84.7% | +8.2% |
| 6M | -70.6% | -32.0% | -38.6% | -69.3% |
| YTD | -65.2% | -81.2% | +16.0% | -65.4% |
| 1Y | -73.2% | -56.1% | -17.1% | -71.3% |
| All | -51.6% | -99.4% | +47.7% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling