+27.5%
MSI vs ALHC
-51.4%
+79.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.1% | -8.9% | +1.1% |
| 7D | +2.8% | -0.5% | +3.3% | +2.8% |
| 30D | +9.1% | -4.2% | +13.4% | +9.1% |
| 3M | +12.5% | -39.8% | +52.3% | +12.5% |
| 6M | +14.2% | -57.7% | +71.9% | +13.8% |
| YTD | +30.7% | -58.8% | +89.5% | +28.2% |
| 1Y | +27.5% | -52.4% | +79.9% | +23.4% |
| All | +27.5% | -51.4% | +79.0% | +23.4% |
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 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