+83.1%
MKSI vs ALLE
+9.7%
+73.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +4.9% | -2.8% | +7.6% | +7.3% |
| 30D | -11.0% | -10.2% | -0.8% | -2.8% |
| 3M | -17.1% | +17.4% | -34.5% | -29.3% |
| 6M | +16.4% | +3.3% | +13.1% | +11.0% |
| YTD | +64.3% | -4.2% | +68.5% | +64.9% |
| 1Y | +137.7% | -10.5% | +148.3% | +154.1% |
| 3Y | +189.1% | +45.4% | +143.7% | +95.6% |
| 5Y | +83.1% | +11.9% | +71.2% | +42.0% |
| All | +83.1% | +9.7% | +73.4% | +42.0% |
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 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