+197.2%
MSI vs ALHC
-61.8%
+259.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | +8.3% | +3.9% | +4.5% | +8.0% |
| 30D | +18.9% | -3.6% | +22.5% | +18.9% |
| 3M | +13.2% | -49.4% | +62.6% | +17.4% |
| 6M | +38.3% | -59.5% | +97.7% | +44.1% |
| YTD | +38.9% | -63.2% | +102.1% | +45.2% |
| 1Y | +36.7% | -55.5% | +92.2% | +40.8% |
| 3Y | +76.6% | +23.0% | +53.5% | +63.6% |
| 5Y | +124.5% | -65.7% | +190.2% | +109.1% |
| All | +197.2% | -61.8% | +259.0% | +168.5% |
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