-25.0%
MOH vs ALLE
+11.9%
-36.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.7% |
| 7D | -4.2% | -2.2% | -2.0% | -3.9% |
| 30D | -2.4% | -8.3% | +6.0% | -1.0% |
| 3M | -4.4% | +16.3% | -20.7% | -7.4% |
| 6M | +32.9% | +1.8% | +31.1% | +32.0% |
| YTD | +11.9% | -3.9% | +15.8% | +11.7% |
| 1Y | +6.9% | -10.0% | +17.0% | +8.4% |
| 3Y | -39.4% | +45.8% | -85.3% | -45.8% |
| 5Y | -25.0% | +13.3% | -38.2% | -28.9% |
| All | -25.0% | +11.9% | -36.9% | -28.9% |
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