-65.1%
MSTZ vs AHR
+26.3%
-91.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.6% | -12.2% | -10.0% |
| 7D | +0.7% | +9.5% | -8.7% | -1.1% |
| 30D | +16.6% | +11.7% | +4.9% | +14.4% |
| 3M | -74.7% | +4.0% | -78.7% | -74.8% |
| 6M | -43.9% | +13.5% | -57.4% | -46.8% |
| YTD | -84.0% | +21.6% | -105.6% | -84.8% |
| 1Y | -65.1% | +25.1% | -90.2% | -62.9% |
| All | -65.1% | +26.3% | -91.4% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 1y: compounded portfolio wealth divided by compounded AHR 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…
1y analysis · Full analysis span regression · 6 months rolling