-30.5%
MOS vs ALLE
+260.9%
-291.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.9% |
| 7D | +9.5% | -0.2% | +9.8% | +9.6% |
| 30D | +10.4% | -6.8% | +17.2% | +14.3% |
| 3M | +12.9% | +21.0% | -8.2% | +1.7% |
| 6M | +1.2% | +1.1% | +0.1% | -0.4% |
| YTD | +9.3% | -0.5% | +9.8% | +8.1% |
| 1Y | -18.0% | -7.3% | -10.7% | -16.1% |
| 3Y | -29.0% | +42.3% | -71.3% | -43.3% |
| 5Y | -9.6% | +13.5% | -23.0% | -20.6% |
| 10Y | +6.1% | +144.0% | -138.0% | -38.6% |
| All | -30.5% | +260.9% | -291.3% | -65.0% |
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 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