-99.2%
MSTZ vs HRB
-16.6%
-82.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +2.2% |
| 7D | -29.7% | -5.7% | -24.1% | -30.0% |
| 30D | -65.3% | +7.9% | -73.2% | -64.9% |
| 3M | -57.3% | +32.1% | -89.5% | -55.5% |
| 6M | -61.6% | +62.2% | -123.9% | -58.7% |
| YTD | -78.3% | +16.4% | -94.7% | -78.7% |
| 1Y | -30.2% | -0.3% | -30.0% | -35.4% |
| All | -99.2% | -16.6% | -82.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling