+35.3%
MAS vs ALLE
+13.7%
+21.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.0% |
| 7D | -0.8% | -0.2% | -0.5% | -0.6% |
| 30D | -5.6% | -6.8% | +1.2% | -0.4% |
| 3M | +4.4% | +21.0% | -16.6% | -9.9% |
| 6M | +7.2% | +1.1% | +6.1% | +5.9% |
| YTD | +16.1% | -0.5% | +16.6% | +15.2% |
| 1Y | +0.1% | -7.3% | +7.4% | +4.7% |
| 3Y | +28.3% | +42.3% | -14.0% | -4.1% |
| All | +35.3% | +13.7% | +21.6% | +3.7% |
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