-30.2%
MSTZ vs ALHC
-16.6%
-13.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | -29.7% | -0.6% | -29.1% | -29.6% |
| 30D | -65.3% | -1.0% | -64.3% | -65.2% |
| 3M | -57.3% | -10.2% | -47.2% | -58.3% |
| 6M | -61.6% | -28.3% | -33.4% | -61.3% |
| YTD | -78.3% | -31.4% | -46.8% | -78.1% |
| 1Y | -30.2% | -16.9% | -13.3% | -36.2% |
| All | -30.2% | -16.6% | -13.6% | -36.2% |
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