+118.6%
HWM vs MSTZ
-99.4%
+217.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.6% |
| 7D | +3.4% | -1.2% | +4.6% | +3.5% |
| 30D | -7.5% | +22.2% | -29.7% | -6.0% |
| 3M | -28.9% | -70.4% | +41.5% | -31.9% |
| 6M | -19.6% | -31.0% | +11.4% | -17.2% |
| YTD | +0.6% | -81.0% | +81.7% | -0.9% |
| 1Y | +0.3% | -61.2% | +61.5% | +4.4% |
| All | +118.6% | -99.4% | +217.9% | +107.5% |
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