+42.7%
MKSI vs ALLE
+18.6%
+24.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.8% | -6.7% | -5.2% |
| 7D | -10.7% | +6.7% | -17.3% | -11.5% |
| 30D | -30.5% | +25.4% | -55.9% | -33.4% |
| 3M | -39.2% | +16.9% | -56.1% | -40.4% |
| 6M | -33.0% | +46.6% | -79.6% | -40.7% |
| YTD | +22.3% | +22.4% | -0.1% | +13.6% |
| 1Y | +42.7% | +17.7% | +25.0% | +37.0% |
| All | +42.7% | +18.6% | +24.1% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling