+33.8%
MAS vs ALHC
+136.3%
-102.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.7% |
| 6M | +7.2% | -28.3% | +35.5% | +8.3% |
| YTD | +16.1% | -31.4% | +47.6% | +17.5% |
| 1Y | +0.1% | -16.9% | +17.0% | +0.2% |
| All | +33.8% | +136.3% | -102.5% | +18.2% |
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