-24.5%
MOS vs ALHC
+25.6%
-50.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.1% | +10.4% | +3.7% |
| 7D | +22.5% | -6.2% | +28.7% | +22.8% |
| 30D | +6.6% | -9.7% | +16.3% | +7.1% |
| 3M | -3.8% | -44.7% | +40.9% | -1.3% |
| 6M | -2.2% | -58.7% | +56.5% | +1.4% |
| YTD | -4.8% | -61.7% | +56.9% | -1.2% |
| 1Y | -11.7% | -55.7% | +44.0% | -9.3% |
| All | -24.5% | +25.6% | -50.1% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling