+86.7%
MA vs ALHC
-61.4%
+148.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.4% |
| 7D | +1.3% | +0.3% | +1.0% | +1.3% |
| 30D | +9.6% | -10.6% | +20.2% | +10.2% |
| 3M | +16.8% | -45.3% | +62.1% | +20.2% |
| 6M | +35.2% | -59.7% | +94.9% | +40.8% |
| YTD | +16.6% | -62.7% | +79.3% | +21.5% |
| 1Y | +19.8% | -56.1% | +75.9% | +23.6% |
| 3Y | +70.7% | +21.3% | +49.4% | +61.2% |
| 5Y | +87.4% | -66.0% | +153.4% | +86.7% |
| All | +86.7% | -61.4% | +148.1% | +83.2% |
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