-58.9%
MSTZ vs ALHC
-53.4%
-5.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | +31.0% | -5.5% | +36.6% | +31.0% |
| 30D | +34.0% | -4.9% | +38.9% | +34.1% |
| 3M | -67.7% | -41.7% | -25.9% | -66.7% |
| 6M | -14.9% | -55.2% | +40.3% | -14.3% |
| YTD | -79.1% | -61.1% | -18.0% | -78.6% |
| 1Y | -58.9% | -53.3% | -5.6% | -59.0% |
| All | -58.9% | -53.4% | -5.6% | -59.0% |
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