-99.3%
MSTZ vs HRB
-13.4%
-85.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +31.0% | -8.1% | +39.1% | +30.0% |
| 30D | +34.0% | +15.0% | +18.9% | +35.8% |
| 3M | -67.7% | +10.2% | -77.9% | -67.3% |
| 6M | -14.9% | +44.2% | -59.2% | -10.4% |
| YTD | -79.1% | +21.0% | -100.0% | -79.4% |
| 1Y | -58.9% | +12.0% | -70.9% | -60.8% |
| All | -99.3% | -13.4% | -85.9% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling