+381.8%
MAS vs ALLE
+260.9%
+121.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.1% |
| 7D | -0.8% | -0.2% | -0.5% | -0.6% |
| 30D | -5.6% | -6.8% | +1.2% | -1.1% |
| 3M | +4.4% | +21.0% | -16.6% | -8.0% |
| 6M | +7.2% | +1.1% | +6.1% | +6.1% |
| YTD | +16.1% | -0.5% | +16.6% | +15.6% |
| 1Y | +0.1% | -7.3% | +7.4% | +4.3% |
| 3Y | +28.3% | +42.3% | -14.0% | +1.3% |
| 5Y | +30.5% | +13.5% | +17.0% | +16.2% |
| 10Y | +139.1% | +144.0% | -4.9% | +28.3% |
| All | +381.8% | +260.9% | +121.0% | +116.8% |
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