+52.4%
MKSI vs ALHC
-31.6%
+84.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.4% |
| 7D | +6.6% | -4.1% | +10.8% | +7.2% |
| 30D | -8.2% | -5.4% | -2.8% | -7.6% |
| 3M | -16.4% | -32.1% | +15.7% | -12.8% |
| 6M | +23.0% | -28.5% | +51.4% | +26.2% |
| YTD | +68.2% | -34.0% | +102.2% | +74.1% |
| 1Y | +148.6% | -20.9% | +169.5% | +150.4% |
| 3Y | +196.0% | +151.5% | +44.4% | +125.9% |
| 5Y | +87.4% | -28.8% | +116.2% | +65.2% |
| All | +52.4% | -31.6% | +84.0% | +26.6% |
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 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