-92.4%
MSTU vs ALHC
-36.9%
-55.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.9% | -3.1% | -4.9% |
| 7D | -25.8% | +0.3% | -26.1% | -25.8% |
| 30D | -43.9% | -10.6% | -33.3% | -43.6% |
| 3M | +2.9% | -45.3% | +48.2% | +4.2% |
| 6M | -75.5% | -59.7% | -15.8% | -74.6% |
| YTD | -76.7% | -62.7% | -14.0% | -75.9% |
| 1Y | -88.9% | -56.1% | -32.8% | -88.8% |
| All | -92.4% | -36.9% | -55.5% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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