-99.1%
MSTZ vs AHR
+134.6%
-233.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +4.7% |
| 7D | -23.6% | -4.3% | -19.2% | -25.4% |
| 30D | -60.7% | -3.1% | -57.7% | -61.2% |
| 3M | -58.3% | +15.7% | -73.9% | -54.7% |
| 6M | -60.0% | +4.1% | -64.1% | -60.1% |
| YTD | -75.2% | +15.4% | -90.6% | -73.0% |
| 1Y | -19.9% | +28.0% | -47.8% | -3.3% |
| All | -99.1% | +134.6% | -233.8% | -97.5% |
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