-38.9%
HTZ vs MSTZ
-99.5%
+60.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -9.6% | +18.7% | +8.4% |
| 7D | +18.9% | +0.7% | +18.2% | +19.3% |
| 30D | +26.3% | +16.6% | +9.7% | +29.1% |
| 3M | +49.7% | -74.7% | +124.3% | +38.2% |
| 6M | -61.1% | -43.9% | -17.2% | -60.2% |
| YTD | -56.0% | -84.0% | +28.0% | -57.1% |
| 1Y | -66.4% | -65.1% | -1.3% | -65.0% |
| All | -38.9% | -99.5% | +60.5% | -41.8% |
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