+156.7%
MSI vs HTZ
-92.6%
+249.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | +8.3% | -16.4% | +24.8% | +8.8% |
| 30D | +18.9% | -15.1% | +34.0% | +19.2% |
| 3M | +13.2% | -28.2% | +41.4% | +14.0% |
| 6M | +38.3% | -73.1% | +111.3% | +42.6% |
| YTD | +38.9% | -68.3% | +107.2% | +41.9% |
| 1Y | +36.7% | -75.2% | +111.9% | +40.8% |
| 3Y | +76.6% | -81.1% | +157.7% | +81.3% |
| 5Y | +124.5% | -95.0% | +219.5% | +149.0% |
| All | +156.7% | -92.6% | +249.3% | +184.9% |
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