+808.5%
MS vs ALLE
+144.1%
+664.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -0.3% | -6.8% | +6.5% | +3.9% |
| 3M | +0.3% | +21.0% | -20.7% | -12.1% |
| 6M | +31.3% | +1.1% | +30.2% | +28.2% |
| YTD | +24.7% | -0.5% | +25.2% | +21.9% |
| 1Y | +47.9% | -7.3% | +55.2% | +50.6% |
| 3Y | +178.3% | +42.3% | +136.1% | +108.6% |
| 5Y | +144.9% | +13.5% | +131.4% | +109.3% |
| All | +808.5% | +144.1% | +664.4% | +381.6% |
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