+2,067.4%
MTZ vs HST
+1,512.4%
+555.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.7% | +0.5% | -3.2% |
| 7D | -10.6% | -4.2% | -6.5% | -9.3% |
| 30D | -30.4% | +9.6% | -39.9% | -32.7% |
| 3M | -40.4% | -1.1% | -39.3% | -40.4% |
| 6M | -63.7% | +21.1% | -84.8% | -66.3% |
| YTD | -26.9% | +47.1% | -74.0% | -36.8% |
| 1Y | -20.2% | +64.0% | -84.2% | -33.8% |
| 3Y | +208.1% | +77.1% | +131.0% | +148.6% |
| 5Y | +69.4% | +71.8% | -2.4% | +36.2% |
| 10Y | +440.6% | +146.3% | +294.3% | +277.1% |
| All | +2,067.4% | +1,512.4% | +555.0% | +900.8% |
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