+181.3%
MS vs ALHC
+136.3%
+45.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | -0.3% | -1.0% | +0.8% | -0.2% |
| 3M | +0.3% | -10.2% | +10.4% | +0.4% |
| 6M | +31.3% | -28.3% | +59.6% | +32.8% |
| YTD | +24.7% | -31.4% | +56.1% | +26.3% |
| 1Y | +47.9% | -16.9% | +64.8% | +48.5% |
| All | +181.3% | +136.3% | +45.0% | +165.6% |
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 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