+52.0%
MKSI vs ALHC
-33.8%
+85.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.2% |
| 7D | +2.7% | -6.9% | +9.6% | +3.6% |
| 30D | -12.8% | -6.7% | -6.1% | -12.0% |
| 3M | -22.5% | -37.7% | +15.2% | -18.2% |
| 6M | +19.4% | -30.0% | +49.4% | +22.9% |
| YTD | +67.7% | -36.2% | +103.9% | +74.3% |
| 1Y | +131.4% | -22.9% | +154.3% | +133.9% |
| 3Y | +197.3% | +138.4% | +59.0% | +129.0% |
| 5Y | +87.0% | -32.8% | +119.7% | +66.1% |
| All | +52.0% | -33.8% | +85.8% | +26.8% |
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