+561.1%
MOH vs ALLE
+342.5%
+218.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +0.2% | +3.6% | -3.3% | -1.0% |
| 30D | +0.1% | +25.9% | -25.7% | -7.6% |
| 3M | +1.8% | +15.8% | -13.9% | -3.4% |
| 6M | +9.1% | +48.1% | -39.0% | -6.0% |
| YTD | +20.7% | +22.0% | -1.2% | +10.5% |
| 1Y | +51.3% | +18.0% | +33.2% | +40.2% |
| 3Y | -42.0% | +93.1% | -135.1% | -56.8% |
| 5Y | -33.1% | +52.1% | -85.2% | -46.3% |
| 10Y | +340.8% | +212.0% | +128.8% | +151.6% |
| All | +561.1% | +342.5% | +218.6% | +241.8% |
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