+171.3%
MS vs ALHC
+30.0%
+141.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -0.1% |
| 7D | +0.8% | +3.8% | -3.0% | +0.6% |
| 30D | -0.7% | +1.7% | -2.4% | -0.8% |
| 3M | -12.4% | -44.3% | +32.0% | -10.1% |
| 6M | -1.7% | -57.2% | +55.5% | +1.7% |
| YTD | +8.0% | -61.2% | +69.2% | +12.3% |
| 1Y | +16.2% | -53.2% | +69.4% | +19.7% |
| 3Y | +171.3% | +27.8% | +143.5% | +164.3% |
| All | +171.3% | +30.0% | +141.3% | +164.3% |
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