+131.4%
MKSI vs ALHC
-19.9%
+151.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -12.1% |
| 3M | -22.5% | -37.7% | +15.2% | -18.6% |
| 6M | +19.4% | -30.0% | +49.4% | +22.3% |
| YTD | +67.7% | -36.2% | +103.9% | +73.2% |
| 1Y | +131.4% | -22.9% | +154.3% | +146.6% |
| All | +131.4% | -19.9% | +151.3% | +146.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling