-9.6%
MOS vs ALLE
+13.7%
-23.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | +9.5% | -0.2% | +9.8% | +9.6% |
| 30D | +10.4% | -6.8% | +17.2% | +13.2% |
| 3M | +12.9% | +21.0% | -8.2% | +4.6% |
| 6M | +1.2% | +1.1% | +0.1% | +0.2% |
| YTD | +9.3% | -0.5% | +9.8% | +8.6% |
| 1Y | -18.0% | -7.3% | -10.7% | -16.4% |
| 3Y | -29.0% | +42.3% | -71.3% | -39.5% |
| All | -9.6% | +13.7% | -23.3% | -17.8% |
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 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