+889.0%
MSFT vs ALLE
+222.4%
+666.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +1.7% | -0.6% | +2.2% | +1.9% |
| 30D | +0.2% | +25.3% | -25.2% | -9.4% |
| 3M | +6.4% | +10.3% | -3.9% | +1.5% |
| 6M | +28.7% | +38.0% | -9.3% | +10.5% |
| YTD | +10.4% | +17.8% | -7.4% | +0.6% |
| 1Y | +7.6% | +13.6% | -6.0% | -0.4% |
| 3Y | +52.3% | +89.2% | -36.9% | +5.8% |
| 5Y | +64.5% | +51.1% | +13.5% | +26.0% |
| All | +889.0% | +222.4% | +666.6% | +439.5% |
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