+198.2%
MKSI vs ALLE
+44.7%
+153.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.7% | +3.1% |
| 7D | +6.6% | -2.2% | +8.8% | +8.4% |
| 30D | -8.2% | -8.3% | +0.1% | -2.0% |
| 3M | -16.4% | +16.3% | -32.7% | -27.7% |
| 6M | +23.0% | +1.8% | +21.2% | +19.3% |
| YTD | +68.2% | -3.9% | +72.1% | +68.3% |
| 1Y | +148.6% | -10.0% | +158.6% | +165.4% |
| All | +198.2% | +44.7% | +153.5% | +82.0% |
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 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