+160.3%
MSI vs HTZ
-92.5%
+252.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.3% | -7.8% | +1.2% |
| 7D | +7.7% | -27.4% | +35.1% | +8.7% |
| 30D | +19.9% | -11.4% | +31.3% | +20.1% |
| 3M | +14.9% | -33.1% | +48.0% | +16.1% |
| 6M | +37.2% | -73.5% | +110.7% | +41.6% |
| YTD | +40.8% | -68.1% | +108.9% | +43.7% |
| 1Y | +38.1% | -74.3% | +112.4% | +42.1% |
| 3Y | +77.7% | -80.9% | +158.6% | +82.2% |
| 5Y | +129.0% | -93.8% | +222.8% | +153.9% |
| All | +160.3% | -92.5% | +252.8% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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