+96.0%
MA vs ALLE
+55.0%
+41.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.5% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +11.3% | +26.6% | -15.3% | +2.2% |
| 3M | +16.7% | +13.2% | +3.5% | +11.3% |
| 6M | +32.8% | +42.9% | -10.1% | +15.7% |
| YTD | +15.6% | +21.0% | -5.4% | +6.4% |
| 1Y | +19.6% | +15.2% | +4.4% | +12.3% |
| 3Y | +72.1% | +95.6% | -23.5% | +24.0% |
| 5Y | +96.0% | +53.4% | +42.6% | +62.9% |
| All | +96.0% | +55.0% | +41.0% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling