-8.1%
MSFU vs ALHC
-52.7%
+44.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.5% | -9.8% | -4.3% |
| 7D | +4.0% | +3.8% | +0.3% | +4.2% |
| 30D | -2.3% | +1.7% | -4.0% | -2.3% |
| 3M | +7.1% | -44.3% | +51.4% | +1.4% |
| 6M | +48.9% | -57.2% | +106.1% | +42.5% |
| YTD | +2.4% | -61.2% | +63.6% | -7.2% |
| 1Y | -8.1% | -53.2% | +45.1% | -18.0% |
| All | -8.1% | -52.7% | +44.6% | -18.0% |
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