+61.7%
MAS vs ALLE
+90.7%
-29.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.6% | -1.3% |
| 7D | +4.6% | 0.0% | +4.5% | +4.6% |
| 30D | +19.9% | +20.6% | -0.7% | +4.3% |
| 3M | +8.9% | +11.4% | -2.5% | +0.5% |
| 6M | +20.2% | +42.5% | -22.4% | -8.0% |
| YTD | +33.9% | +18.9% | +15.0% | +15.9% |
| 1Y | +34.7% | +14.2% | +20.5% | +20.3% |
| All | +61.7% | +90.7% | -29.0% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling