-19.9%
MOS vs ALHC
-61.4%
+41.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.9% |
| 7D | -2.0% | +0.3% | -2.2% | -2.0% |
| 30D | +15.3% | -10.6% | +25.9% | +16.1% |
| 3M | +1.5% | -45.3% | +46.8% | +5.2% |
| 6M | -2.0% | -59.7% | +57.7% | +3.0% |
| YTD | -6.5% | -62.7% | +56.2% | -1.6% |
| 1Y | -11.1% | -56.1% | +45.1% | -7.6% |
| 3Y | -30.3% | +21.3% | -51.5% | -35.3% |
| 5Y | -33.5% | -66.0% | +32.5% | -36.3% |
| All | -19.9% | -61.4% | +41.5% | -27.6% |
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 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