+34.0%
MAS vs ALHC
-28.9%
+62.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -5.6% | -1.0% | -4.5% | -5.5% |
| 3M | +4.4% | -10.2% | +14.6% | +4.6% |
| 6M | +7.2% | -28.3% | +35.5% | +8.8% |
| YTD | +16.1% | -31.4% | +47.6% | +18.0% |
| 1Y | +0.1% | -16.9% | +17.0% | +0.1% |
| 3Y | +28.3% | +135.5% | -107.2% | +12.0% |
| 5Y | +30.5% | -33.6% | +64.1% | +20.2% |
| All | +34.0% | -28.9% | +62.9% | +20.1% |
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 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