-19.6%
MSFU vs ALHC
-16.6%
-3.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.1% | -4.2% |
| 7D | -5.7% | -0.6% | -5.1% | -5.7% |
| 30D | +4.2% | -1.0% | +5.2% | +4.2% |
| 3M | +27.9% | -10.2% | +38.1% | +28.8% |
| 6M | +37.1% | -28.3% | +65.4% | +36.6% |
| YTD | -7.4% | -31.4% | +24.1% | -11.5% |
| 1Y | -19.6% | -16.9% | -2.7% | -27.0% |
| All | -19.6% | -16.6% | -3.0% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling