+960.8%
MKSI vs ALLE
+248.5%
+712.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.7% | +3.0% |
| 7D | +6.6% | -2.2% | +8.8% | +8.3% |
| 30D | -8.2% | -8.3% | +0.1% | -2.3% |
| 3M | -16.4% | +16.3% | -32.7% | -26.5% |
| 6M | +23.0% | +1.8% | +21.2% | +19.3% |
| YTD | +68.2% | -3.9% | +72.1% | +68.7% |
| 1Y | +148.6% | -10.0% | +158.6% | +162.2% |
| 3Y | +196.0% | +45.8% | +150.1% | +118.5% |
| 5Y | +87.4% | +13.3% | +74.1% | +64.4% |
| 10Y | +523.8% | +155.3% | +368.5% | +239.5% |
| All | +960.8% | +248.5% | +712.3% | +406.8% |
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