+161.8%
MS vs ALLE
+90.7%
+71.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.1% | -5.0% |
| 7D | -3.4% | 0.0% | -3.4% | -3.3% |
| 30D | -3.9% | +20.6% | -24.5% | -9.7% |
| 3M | -15.9% | +11.4% | -27.3% | -18.8% |
| 6M | -2.5% | +42.5% | -45.0% | -14.8% |
| YTD | +5.1% | +18.9% | -13.8% | -1.6% |
| 1Y | +13.0% | +14.2% | -1.2% | +7.8% |
| All | +161.8% | +90.7% | +71.2% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling