-9.6%
MOS vs ALHC
-33.5%
+23.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | -0.6% | +10.1% | +9.6% |
| 30D | +10.4% | -1.0% | +11.4% | +10.4% |
| 3M | +12.9% | -10.2% | +23.0% | +12.9% |
| 6M | +1.2% | -28.3% | +29.5% | +2.6% |
| YTD | +9.3% | -31.4% | +40.8% | +10.9% |
| 1Y | -18.0% | -16.9% | -1.0% | -18.1% |
| 3Y | -29.0% | +135.5% | -164.5% | -37.6% |
| All | -9.6% | -33.5% | +23.9% | -16.8% |
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