-16.7%
MOS vs ALHC
-61.8%
+45.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +19.7% | +3.9% | +15.8% | +19.4% |
| 30D | +21.5% | -3.6% | +25.1% | +21.7% |
| 3M | -0.4% | -49.4% | +49.0% | +3.8% |
| 6M | +4.5% | -59.5% | +64.0% | +9.8% |
| YTD | -2.9% | -63.2% | +60.3% | +2.3% |
| 1Y | -7.7% | -55.5% | +47.8% | -4.3% |
| 3Y | -25.6% | +23.0% | -48.7% | -31.2% |
| 5Y | -31.2% | -65.7% | +34.6% | -34.0% |
| All | -16.7% | -61.8% | +45.1% | -24.7% |
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