+521.8%
MA vs ALLE
+144.1%
+377.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.6% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +1.5% | -6.8% | +8.3% | +5.1% |
| 3M | +20.4% | +21.0% | -0.6% | +8.3% |
| 6M | +11.1% | +1.1% | +10.0% | +9.1% |
| YTD | +2.0% | -0.5% | +2.5% | +0.2% |
| 1Y | -2.2% | -7.3% | +5.1% | -0.3% |
| 3Y | +41.9% | +42.3% | -0.4% | +10.2% |
| 5Y | +75.4% | +13.5% | +61.9% | +52.6% |
| All | +521.8% | +144.1% | +377.7% | +258.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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