-99.1%
MSTZ vs ALHC
-36.9%
-62.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +4.8% |
| 7D | +30.8% | +0.3% | +30.5% | +30.8% |
| 30D | +41.2% | -10.6% | +51.8% | +40.9% |
| 3M | -60.9% | -45.3% | -15.6% | -61.5% |
| 6M | -15.7% | -59.7% | +44.0% | -18.9% |
| YTD | -75.2% | -62.7% | -12.5% | -76.0% |
| 1Y | -59.8% | -56.1% | -3.7% | -60.3% |
| All | -99.1% | -36.9% | -62.3% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling