-99.2%
MSTZ vs ALHC
-34.2%
-65.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.5% | +2.1% | +7.9% |
| 7D | +21.1% | +3.8% | +17.3% | +21.3% |
| 30D | +40.1% | +1.7% | +38.4% | +40.2% |
| 3M | -66.1% | -44.3% | -21.7% | -66.6% |
| 6M | -20.7% | -57.2% | +36.5% | -23.6% |
| YTD | -78.6% | -61.2% | -17.4% | -79.2% |
| 1Y | -55.5% | -53.2% | -2.3% | -55.8% |
| All | -99.2% | -34.2% | -65.0% | -99.1% |
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