-99.3%
MSTZ vs ALHC
-35.2%
-64.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -7.1% | +24.8% | +17.3% |
| 7D | +13.4% | -6.2% | +19.6% | +13.3% |
| 30D | +37.5% | -9.7% | +47.2% | +37.5% |
| 3M | -69.9% | -44.7% | -25.2% | -70.4% |
| 6M | -32.0% | -58.7% | +26.7% | -34.7% |
| YTD | -81.2% | -61.7% | -19.5% | -81.8% |
| 1Y | -56.1% | -55.7% | -0.4% | -56.6% |
| All | -99.3% | -35.2% | -64.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling