-55.3%
HUBS vs MSTZ
-99.1%
+43.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.5% | +0.5% |
| 7D | -9.0% | +17.0% | -26.0% | -7.6% |
| 30D | +7.2% | -61.8% | +69.0% | +0.8% |
| 3M | +20.9% | -54.6% | +75.4% | +17.5% |
| 6M | -13.0% | -59.3% | +46.2% | -14.6% |
| YTD | -43.8% | -74.6% | +30.7% | -44.7% |
| 1Y | -54.6% | -18.8% | -35.8% | -49.2% |
| All | -55.3% | -99.1% | +43.9% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling