+30.7%
HUM vs MSTZ
-99.1%
+129.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.6% | -6.4% | +0.3% |
| 7D | -1.4% | +24.8% | -26.2% | -1.1% |
| 30D | +7.5% | -59.2% | +66.7% | +6.3% |
| 3M | +10.2% | -56.9% | +67.1% | +9.6% |
| 6M | +132.5% | -57.6% | +190.1% | +131.4% |
| YTD | +57.6% | -73.6% | +131.2% | +56.9% |
| 1Y | +48.6% | -15.6% | +64.2% | +52.5% |
| All | +30.7% | -99.1% | +129.8% | +10.3% |
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 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