+791.3%
MS vs ALLE
+344.1%
+447.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.5% | +3.2% |
| 7D | +2.6% | +6.7% | -4.0% | -1.3% |
| 30D | +2.6% | +25.4% | -22.8% | -11.2% |
| 3M | -10.1% | +16.9% | -27.0% | -19.1% |
| 6M | +4.4% | +46.6% | -42.2% | -19.6% |
| YTD | +11.7% | +22.4% | -10.7% | -4.6% |
| 1Y | +20.9% | +17.7% | +3.2% | +5.7% |
| 3Y | +177.1% | +96.3% | +80.8% | +67.7% |
| 5Y | +127.7% | +57.4% | +70.3% | +56.1% |
| 10Y | +684.1% | +241.0% | +443.0% | +211.5% |
| All | +791.3% | +344.1% | +447.2% | +213.4% |
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