+114.0%
MS vs ALHC
-62.4%
+176.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.1% | +1.2% | -5.4% |
| 7D | -3.4% | -6.2% | +2.8% | -3.0% |
| 30D | -3.9% | -9.7% | +5.8% | -3.3% |
| 3M | -15.9% | -44.7% | +28.8% | -12.6% |
| 6M | -2.5% | -58.7% | +56.2% | +2.9% |
| YTD | +5.1% | -61.7% | +66.8% | +11.2% |
| 1Y | +13.0% | -55.7% | +68.6% | +18.1% |
| 3Y | +160.7% | +25.6% | +135.1% | +140.2% |
| 5Y | +114.0% | -65.8% | +179.8% | +103.2% |
| All | +114.0% | -62.4% | +176.5% | +103.2% |
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