+533.6%
MOH vs ALLE
+260.9%
+272.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +2.9% | -6.8% | +9.7% | +5.3% |
| 3M | +4.1% | +21.0% | -16.9% | -3.6% |
| 6M | +33.8% | +1.1% | +32.7% | +31.9% |
| YTD | +15.7% | -0.5% | +16.2% | +13.9% |
| 1Y | +17.5% | -7.3% | +24.8% | +18.9% |
| 3Y | -35.3% | +42.3% | -77.6% | -46.1% |
| 5Y | -26.9% | +13.5% | -40.4% | -34.4% |
| 10Y | +262.9% | +144.0% | +118.9% | +126.2% |
| All | +533.6% | +260.9% | +272.8% | +252.2% |
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