+189.6%
MSI vs ALHC
-61.5%
+251.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | +4.7% | +1.0% | +3.7% | +4.5% |
| 30D | +14.8% | -14.2% | +28.9% | +15.6% |
| 3M | +8.8% | -45.1% | +54.0% | +12.3% |
| 6M | +19.3% | -59.5% | +78.8% | +24.4% |
| YTD | +35.3% | -62.8% | +98.2% | +41.4% |
| 1Y | +33.8% | -55.5% | +89.3% | +37.8% |
| 3Y | +74.4% | +25.7% | +48.7% | +61.3% |
| 5Y | +120.5% | -66.8% | +187.3% | +105.2% |
| All | +189.6% | -61.5% | +251.1% | +161.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling