+80.5%
MKSI vs ALHC
-32.0%
+112.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.0% |
| 7D | +4.9% | -5.8% | +10.7% | +5.7% |
| 30D | -11.0% | -3.3% | -7.6% | -10.6% |
| 3M | -17.1% | -37.9% | +20.9% | -12.4% |
| 6M | +16.4% | -29.5% | +45.9% | +19.7% |
| YTD | +64.3% | -35.4% | +99.7% | +70.5% |
| 1Y | +137.7% | -22.4% | +160.2% | +140.1% |
| 3Y | +189.1% | +146.3% | +42.8% | +119.6% |
| All | +80.5% | -32.0% | +112.5% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling