-89.8%
MSTU vs ALHC
-37.0%
-52.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.3% |
| 7D | -4.3% | +1.0% | -5.2% | -4.1% |
| 30D | -34.6% | -14.2% | -20.4% | -34.3% |
| 3M | +39.0% | -45.1% | +84.2% | +40.9% |
| 6M | -70.5% | -59.5% | -11.0% | -69.5% |
| YTD | -68.6% | -62.8% | -5.8% | -67.6% |
| 1Y | -88.6% | -55.5% | -33.2% | -88.5% |
| All | -89.8% | -37.0% | -52.7% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling