-32.2%
MOS vs ALHC
-62.4%
+30.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.1% | +10.4% | +3.8% |
| 7D | +22.5% | -6.2% | +28.7% | +23.0% |
| 30D | +6.6% | -9.7% | +16.3% | +7.3% |
| 3M | -3.8% | -44.7% | +40.9% | -0.3% |
| 6M | -2.2% | -58.7% | +56.5% | +2.8% |
| YTD | -4.8% | -61.7% | +56.9% | +0.2% |
| 1Y | -11.7% | -55.7% | +44.0% | -8.3% |
| 3Y | -26.5% | +25.6% | -52.1% | -32.6% |
| 5Y | -32.2% | -65.8% | +33.6% | -36.9% |
| All | -32.2% | -62.4% | +30.2% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling