-85.6%
MSTU vs ALHC
+16.1%
-101.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.2% |
| 7D | +21.3% | -0.6% | +21.9% | +21.3% |
| 30D | +90.8% | -1.0% | +91.8% | +90.8% |
| 3M | -6.8% | -10.2% | +3.4% | -5.8% |
| 6M | -39.8% | -28.3% | -11.5% | -39.2% |
| YTD | -55.7% | -31.4% | -24.2% | -54.8% |
| 1Y | -92.7% | -16.9% | -75.7% | -92.6% |
| All | -85.6% | +16.1% | -101.7% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling