-37.8%
HTZ vs MSTZ
-99.3%
+61.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.5% |
| 7D | +7.5% | -29.7% | +37.2% | +5.1% |
| 30D | +47.4% | -65.3% | +112.7% | +36.9% |
| 3M | -54.9% | -57.3% | +2.4% | -56.1% |
| 6M | -47.0% | -61.6% | +14.6% | -47.6% |
| YTD | -55.3% | -78.3% | +23.0% | -56.2% |
| 1Y | -57.6% | -30.2% | -27.4% | -54.0% |
| All | -37.8% | -99.3% | +61.4% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling