-30.2%
MSTZ vs HRB
+1.1%
-31.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +2.7% |
| 7D | -29.7% | -5.7% | -24.1% | -29.6% |
| 30D | -65.3% | +7.9% | -73.2% | -65.3% |
| 3M | -57.3% | +32.1% | -89.5% | -57.2% |
| 6M | -61.6% | +62.2% | -123.9% | -61.3% |
| YTD | -78.3% | +16.4% | -94.7% | -76.6% |
| 1Y | -30.2% | -0.3% | -30.0% | -21.0% |
| All | -30.2% | +1.1% | -31.3% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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