+159.9%
MSI vs ALHC
-29.3%
+189.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -5.8% | -1.0% | -4.8% | -5.7% |
| 30D | -1.0% | -6.3% | +5.4% | -0.6% |
| 3M | +14.2% | -12.3% | +26.5% | +14.1% |
| 6M | +1.0% | -27.0% | +28.1% | +2.0% |
| YTD | +21.5% | -31.8% | +53.3% | +22.9% |
| 1Y | -2.1% | -17.0% | +14.9% | -2.6% |
| 3Y | +69.3% | +159.8% | -90.5% | +49.2% |
| 5Y | +99.3% | -25.1% | +124.4% | +80.0% |
| All | +159.9% | -29.3% | +189.3% | +127.2% |
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