+415.2%
HUT vs MSTZ
-99.3%
+514.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.6% | -8.1% | +1.8% |
| 7D | -10.9% | +21.1% | -32.1% | -6.0% |
| 30D | -32.6% | +40.1% | -72.7% | -22.7% |
| 3M | -33.7% | -66.1% | +32.4% | -44.3% |
| 6M | -42.3% | -20.7% | -21.6% | -30.4% |
| YTD | +23.6% | -78.6% | +102.2% | +25.3% |
| 1Y | +20.4% | -55.5% | +75.8% | +63.5% |
| All | +415.2% | -99.3% | +514.4% | +390.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling