+607.1%
MS vs ALLE
+222.4%
+384.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -1.6% | -0.6% | -1.0% | -1.2% |
| 30D | -3.8% | +25.3% | -29.1% | -16.4% |
| 3M | -14.6% | +10.3% | -24.9% | -20.1% |
| 6M | -5.1% | +38.0% | -43.1% | -23.8% |
| YTD | +4.5% | +17.8% | -13.3% | -8.3% |
| 1Y | +13.5% | +13.6% | -0.1% | +1.8% |
| 3Y | +160.4% | +89.2% | +71.2% | +61.3% |
| 5Y | +112.9% | +51.1% | +61.8% | +50.1% |
| All | +607.1% | +222.4% | +384.7% | +208.9% |
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