-15.9%
MOS vs ALHC
-59.7%
+43.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.6% |
| 7D | +24.8% | +3.8% | +21.0% | +24.5% |
| 30D | +22.7% | +1.7% | +21.0% | +22.4% |
| 3M | -1.2% | -44.3% | +43.1% | +2.3% |
| 6M | +5.5% | -57.2% | +62.8% | +10.4% |
| YTD | -2.0% | -61.2% | +59.2% | +2.9% |
| 1Y | -7.9% | -53.2% | +45.2% | -4.9% |
| 3Y | -25.0% | +27.8% | -52.8% | -30.7% |
| 5Y | -27.7% | -65.4% | +37.6% | -30.9% |
| All | -15.9% | -59.7% | +43.8% | -24.3% |
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