+922.9%
MSFT vs ALLE
+217.2%
+705.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +2.3% | +0.1% | +2.3% | +2.4% |
| 30D | -0.4% | +25.9% | -26.3% | -10.0% |
| 3M | +5.6% | +14.9% | -9.3% | -1.0% |
| 6M | +29.0% | +42.1% | -13.1% | +9.3% |
| YTD | +10.9% | +20.4% | -9.4% | +0.2% |
| 1Y | +6.2% | +14.9% | -8.6% | -2.1% |
| 3Y | +47.6% | +90.1% | -42.5% | +2.3% |
| 5Y | +67.9% | +53.0% | +15.0% | +27.9% |
| 10Y | +922.9% | +208.8% | +714.0% | +455.9% |
| All | +922.9% | +217.2% | +705.6% | +455.9% |
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