+2,274.1%
MTZ vs HST
+1,511.7%
+762.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.6% | +9.6% |
| 7D | -6.4% | -2.7% | -3.7% | -5.6% |
| 30D | -22.1% | +10.7% | -32.8% | -24.9% |
| 3M | -32.7% | +6.3% | -38.9% | -34.3% |
| 6M | -59.8% | +19.0% | -78.8% | -62.5% |
| YTD | -19.9% | +47.0% | -66.9% | -30.8% |
| 1Y | -11.5% | +53.4% | -64.9% | -24.7% |
| 3Y | +258.1% | +78.0% | +180.1% | +188.3% |
| 5Y | +85.5% | +71.7% | +13.8% | +49.2% |
| 10Y | +492.2% | +146.2% | +346.0% | +313.1% |
| All | +2,274.1% | +1,511.7% | +762.4% | +996.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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