+475.4%
MAS vs ALLE
+344.1%
+131.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.9% | +4.5% |
| 7D | +14.2% | +6.7% | +7.5% | +9.6% |
| 30D | +26.8% | +25.4% | +1.4% | +9.1% |
| 3M | +13.1% | +16.9% | -3.8% | +2.0% |
| 6M | +27.9% | +46.6% | -18.6% | -0.8% |
| YTD | +38.7% | +22.4% | +16.2% | +20.3% |
| 1Y | +40.4% | +17.7% | +22.6% | +25.0% |
| 3Y | +66.1% | +96.3% | -30.2% | +6.3% |
| 5Y | +47.4% | +57.4% | -10.0% | +7.1% |
| 10Y | +238.3% | +241.0% | -2.7% | +46.8% |
| All | +475.4% | +344.1% | +131.3% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling