-88.6%
MSTU vs HTZ
-75.3%
-13.3%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | +1.6% |
| 7D | -4.3% | -14.6% | +10.3% | +2.2% |
| 30D | -34.6% | -20.8% | -13.8% | -28.4% |
| 3M | +39.0% | -18.8% | +57.9% | +45.9% |
| 6M | -70.5% | -74.7% | +4.2% | -50.3% |
| YTD | -68.6% | -68.1% | -0.5% | -55.3% |
| 1Y | -88.6% | -73.5% | -15.2% | -81.1% |
| All | -88.6% | -75.3% | -13.3% | -81.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling