-65.1%
MSTZ vs ALHC
-51.4%
-13.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +10.1% | -19.7% | -9.8% |
| 7D | +0.7% | -0.5% | +1.2% | +1.0% |
| 30D | +16.6% | -4.2% | +20.8% | +17.2% |
| 3M | -74.7% | -39.8% | -34.9% | -74.0% |
| 6M | -43.9% | -57.7% | +13.8% | -44.4% |
| YTD | -84.0% | -58.8% | -25.2% | -83.5% |
| 1Y | -65.1% | -52.4% | -12.7% | -62.8% |
| All | -65.1% | -51.4% | -13.7% | -62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling