+238.3%
MAS vs ALLE
+241.9%
-3.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.9% | +4.5% |
| 7D | +14.2% | +6.7% | +7.5% | +9.5% |
| 30D | +26.8% | +25.4% | +1.4% | +8.8% |
| 3M | +13.1% | +16.9% | -3.8% | +1.8% |
| 6M | +27.9% | +46.6% | -18.6% | -1.2% |
| YTD | +38.7% | +22.4% | +16.2% | +20.0% |
| 1Y | +40.4% | +17.7% | +22.6% | +24.6% |
| 3Y | +66.1% | +96.3% | -30.2% | +5.3% |
| 5Y | +47.4% | +57.4% | -10.0% | +6.0% |
| 10Y | +238.3% | +241.0% | -2.7% | +48.9% |
| All | +238.3% | +241.9% | -3.6% | +48.9% |
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 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