-89.8%
MSTU vs HTZ
-54.9%
-34.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | +0.7% |
| 7D | -4.3% | -14.6% | +10.3% | +0.2% |
| 30D | -34.6% | -20.8% | -13.8% | -30.3% |
| 3M | +39.0% | -18.8% | +57.9% | +44.6% |
| 6M | -70.5% | -74.7% | +4.2% | -60.5% |
| YTD | -68.6% | -68.1% | -0.5% | -60.5% |
| 1Y | -88.6% | -73.5% | -15.2% | -85.1% |
| All | -89.8% | -54.9% | -34.8% | -90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling