+30.6%
HUM vs MSTZ
-29.5%
+60.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.2% |
| 7D | +4.2% | -29.7% | +33.9% | +3.7% |
| 30D | +10.4% | -65.3% | +75.7% | +9.1% |
| 3M | +15.1% | -57.3% | +72.4% | +14.8% |
| 6M | +120.9% | -61.6% | +182.6% | +119.0% |
| YTD | +57.9% | -78.3% | +136.2% | +55.9% |
| 1Y | +30.6% | -30.2% | +60.8% | +38.8% |
| All | +30.6% | -29.5% | +60.0% | +38.8% |
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 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