+51.5%
MAS vs ALHC
-61.5%
+113.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.7% |
| 7D | +2.0% | +1.0% | +1.0% | +1.9% |
| 30D | +19.4% | -14.2% | +33.5% | +20.6% |
| 3M | +9.4% | -45.1% | +54.6% | +13.9% |
| 6M | +15.3% | -59.5% | +74.9% | +21.9% |
| YTD | +31.3% | -62.8% | +94.1% | +39.1% |
| 1Y | +34.9% | -55.5% | +90.4% | +40.8% |
| 3Y | +58.6% | +25.7% | +32.9% | +45.1% |
| 5Y | +40.7% | -66.8% | +107.5% | +35.8% |
| All | +51.5% | -61.5% | +113.0% | +41.5% |
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