+87.3%
MSFU vs ALHC
-50.5%
+137.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.9% |
| 7D | -4.9% | -0.8% | -4.1% | -4.9% |
| 30D | -9.1% | -9.6% | +0.6% | -8.9% |
| 3M | +8.7% | -44.5% | +53.2% | +9.4% |
| 6M | +48.3% | -59.2% | +107.5% | +50.0% |
| YTD | -1.6% | -62.0% | +60.4% | -0.7% |
| 1Y | -13.6% | -54.8% | +41.2% | -13.6% |
| 3Y | +20.2% | +25.0% | -4.8% | +10.9% |
| All | +87.3% | -50.5% | +137.8% | +97.9% |
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