-2.5%
MS vs ALHC
-60.7%
+58.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.1% | +1.2% | -5.6% |
| 7D | -3.4% | -6.2% | +2.8% | -3.2% |
| 30D | -3.9% | -9.7% | +5.8% | -3.7% |
| 3M | -15.9% | -44.7% | +28.8% | -15.2% |
| 6M | -2.5% | -58.7% | +56.2% | -0.4% |
| All | -2.5% | -60.7% | +58.2% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling