+553.1%
MA vs ALLE
+222.4%
+330.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | +2.3% | -0.6% | +2.9% | +2.6% |
| 30D | +14.7% | +25.3% | -10.7% | +2.1% |
| 3M | +13.5% | +10.3% | +3.2% | +7.5% |
| 6M | +33.1% | +38.0% | -4.9% | +11.5% |
| YTD | +15.1% | +17.8% | -2.7% | +3.5% |
| 1Y | +18.7% | +13.6% | +5.1% | +8.8% |
| 3Y | +72.1% | +89.2% | -17.1% | +14.2% |
| 5Y | +92.8% | +51.1% | +41.7% | +42.7% |
| All | +553.1% | +222.4% | +330.6% | +234.5% |
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