+85.2%
MA vs ALHC
-61.8%
+147.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.5% |
| 7D | -0.3% | +3.9% | -4.2% | -0.6% |
| 30D | +11.3% | -3.6% | +15.0% | +11.5% |
| 3M | +16.7% | -49.4% | +66.1% | +20.7% |
| 6M | +32.8% | -59.5% | +92.2% | +38.2% |
| YTD | +15.6% | -63.2% | +78.8% | +20.6% |
| 1Y | +19.6% | -55.5% | +75.1% | +23.3% |
| 3Y | +72.1% | +23.0% | +49.1% | +62.3% |
| 5Y | +96.0% | -65.7% | +161.8% | +95.3% |
| All | +85.2% | -61.8% | +147.0% | +81.9% |
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