-61.6%
MSTZ vs AHR
+6.0%
-67.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.0% |
| 7D | -29.7% | -1.5% | -28.3% | -29.4% |
| 30D | -65.3% | -1.4% | -63.9% | -65.1% |
| 3M | -57.3% | +18.6% | -75.9% | -61.2% |
| 6M | -61.6% | +6.6% | -68.2% | -67.4% |
| All | -61.6% | +6.0% | -67.7% | -67.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling