+7.6%
MOS vs ALLE
+222.4%
-214.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.6% |
| 7D | +21.6% | -0.6% | +22.2% | +22.0% |
| 30D | +12.0% | +25.3% | -13.4% | -0.9% |
| 3M | -3.9% | +10.3% | -14.2% | -9.1% |
| 6M | -3.3% | +38.0% | -41.4% | -19.3% |
| YTD | -4.6% | +17.8% | -22.4% | -14.0% |
| 1Y | -7.0% | +13.6% | -20.6% | -14.5% |
| 3Y | -24.4% | +89.2% | -113.6% | -49.0% |
| 5Y | -32.1% | +51.1% | -83.2% | -49.5% |
| All | +7.6% | +222.4% | -214.8% | -47.0% |
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