+125.7%
HUM vs MSTZ
-61.7%
+187.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.2% | -0.8% |
| 7D | -0.2% | -23.6% | +23.3% | -0.2% |
| 30D | +3.7% | -60.7% | +64.4% | +4.1% |
| 3M | +10.4% | -58.3% | +68.7% | +11.8% |
| 6M | +125.7% | -60.0% | +185.8% | +116.1% |
| All | +125.7% | -61.7% | +187.4% | +116.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling