+54.5%
MAS vs ALHC
-60.3%
+114.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.1% | +3.7% | -2.9% |
| 7D | +4.6% | -6.2% | +10.8% | +5.0% |
| 30D | +19.9% | -9.7% | +29.6% | +20.6% |
| 3M | +8.9% | -44.7% | +53.6% | +13.3% |
| 6M | +20.2% | -58.7% | +78.8% | +26.8% |
| YTD | +33.9% | -61.7% | +95.6% | +41.5% |
| 1Y | +34.7% | -55.7% | +90.3% | +40.7% |
| 3Y | +60.4% | +25.6% | +34.8% | +46.8% |
| 5Y | +43.5% | -65.8% | +109.2% | +38.1% |
| All | +54.5% | -60.3% | +114.8% | +44.0% |
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