-99.2%
MSTZ vs AHR
+160.4%
-259.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.9% | +7.9% |
| 7D | +21.1% | +8.1% | +13.0% | +25.5% |
| 30D | +40.1% | +16.9% | +23.2% | +50.3% |
| 3M | -66.1% | +7.6% | -73.7% | -65.0% |
| 6M | -20.7% | +16.0% | -36.7% | -16.3% |
| YTD | -78.6% | +28.1% | -106.7% | -75.6% |
| 1Y | -55.5% | +22.8% | -78.3% | -50.8% |
| All | -99.2% | +160.4% | -259.7% | -97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling