+13.8%
HUBB vs MSTZ
-99.2%
+113.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -1.8% |
| 7D | +1.1% | -23.6% | +24.6% | +0.1% |
| 30D | -9.6% | -60.7% | +51.1% | -13.1% |
| 3M | -6.2% | -58.3% | +52.1% | -8.3% |
| 6M | -6.2% | -60.0% | +53.9% | -7.3% |
| YTD | +3.4% | -75.2% | +78.6% | +2.0% |
| 1Y | +5.3% | -19.9% | +25.2% | +15.0% |
| All | +13.8% | -99.2% | +113.0% | +1.5% |
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