+60.0%
MAS vs ALHC
-57.3%
+117.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.1% | -4.5% | +4.9% |
| 7D | +14.2% | -0.5% | +14.7% | +14.1% |
| 30D | +26.8% | -4.2% | +31.1% | +27.0% |
| 3M | +13.1% | -39.8% | +52.9% | +16.9% |
| 6M | +27.9% | -57.7% | +85.7% | +34.7% |
| YTD | +38.7% | -58.8% | +97.4% | +45.7% |
| 1Y | +40.4% | -52.4% | +92.7% | +45.8% |
| 3Y | +66.1% | +35.2% | +30.9% | +51.2% |
| 5Y | +47.4% | -61.1% | +108.5% | +40.8% |
| All | +60.0% | -57.3% | +117.3% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling