-23.4%
MSTZ vs HRB
-5.9%
-17.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -6.5% | +14.6% | +8.1% |
| 7D | -25.4% | -9.1% | -16.3% | -25.4% |
| 30D | -60.9% | +0.3% | -61.1% | -60.9% |
| 3M | -54.2% | +23.4% | -77.6% | -54.1% |
| 6M | -65.0% | +45.1% | -110.1% | -65.4% |
| YTD | -76.5% | +8.9% | -85.4% | -74.8% |
| 1Y | -23.4% | -7.9% | -15.5% | -14.7% |
| All | -23.4% | -5.9% | -17.5% | -14.7% |
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