+3.3%
HUBB vs MSTZ
-18.6%
+21.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.5% | +1.7% |
| 7D | -0.1% | +17.0% | -17.1% | +0.4% |
| 30D | -10.0% | -61.8% | +51.8% | -11.8% |
| 3M | -1.6% | -54.6% | +53.0% | -2.1% |
| 6M | -3.1% | -59.3% | +56.2% | -3.5% |
| YTD | +4.6% | -74.6% | +79.2% | +3.5% |
| 1Y | +3.3% | -18.8% | +22.2% | +10.5% |
| All | +3.3% | -18.6% | +21.9% | +10.5% |
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 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