-99.3%
MSTZ vs ALHC
-37.0%
-62.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.6% |
| 7D | -1.2% | +1.0% | -2.2% | -1.2% |
| 30D | +22.2% | -14.2% | +36.3% | +21.9% |
| 3M | -70.4% | -45.1% | -25.3% | -70.9% |
| 6M | -31.0% | -59.5% | +28.5% | -33.8% |
| YTD | -81.0% | -62.8% | -18.2% | -81.7% |
| 1Y | -61.2% | -55.5% | -5.7% | -61.6% |
| All | -99.3% | -37.0% | -62.3% | -99.2% |
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 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