+92.3%
MA vs ALHC
-64.2%
+156.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | +2.3% | +1.0% | +1.3% | +2.2% |
| 30D | +14.7% | -14.2% | +28.8% | +15.5% |
| 3M | +13.5% | -45.1% | +58.6% | +17.0% |
| 6M | +33.1% | -59.5% | +92.7% | +38.8% |
| YTD | +15.1% | -62.8% | +77.9% | +20.3% |
| 1Y | +18.7% | -55.5% | +74.2% | +22.6% |
| 3Y | +72.1% | +25.7% | +46.4% | +60.7% |
| All | +92.3% | -64.2% | +156.5% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling