+124.2%
MSI vs ALHC
-66.2%
+190.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.3% |
| 7D | +3.2% | +0.3% | +3.0% | +3.2% |
| 30D | +17.6% | -10.6% | +28.2% | +18.3% |
| 3M | +14.5% | -45.3% | +59.8% | +18.8% |
| 6M | +34.3% | -59.7% | +94.0% | +40.9% |
| YTD | +39.7% | -62.7% | +102.5% | +46.9% |
| 1Y | +40.2% | -56.1% | +96.3% | +45.1% |
| 3Y | +77.1% | +21.3% | +55.9% | +61.0% |
| All | +124.2% | -66.2% | +190.5% | +131.5% |
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 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