+61.7%
MAS vs ALHC
+25.6%
+36.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.1% | +3.7% | -3.0% |
| 7D | +4.6% | -6.2% | +10.8% | +4.9% |
| 30D | +19.9% | -9.7% | +29.6% | +20.4% |
| 3M | +8.9% | -44.7% | +53.6% | +12.0% |
| 6M | +20.2% | -58.7% | +78.8% | +24.8% |
| YTD | +33.9% | -61.7% | +95.6% | +39.2% |
| 1Y | +34.7% | -55.7% | +90.3% | +39.0% |
| All | +61.7% | +25.6% | +36.1% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling