+7.5%
MOS vs ALLE
+225.5%
-218.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +4.8% |
| 7D | +22.5% | 0.0% | +22.4% | +22.6% |
| 30D | +6.6% | +20.6% | -13.9% | -3.6% |
| 3M | -3.8% | +11.4% | -15.2% | -9.5% |
| 6M | -2.2% | +42.5% | -44.8% | -19.7% |
| YTD | -4.8% | +18.9% | -23.7% | -14.6% |
| 1Y | -11.7% | +14.2% | -25.9% | -19.1% |
| 3Y | -26.5% | +90.7% | -117.2% | -50.6% |
| 5Y | -32.2% | +52.5% | -84.7% | -49.8% |
| All | +7.5% | +225.5% | -218.0% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling