+1,541.6%
MSFT vs ALLE
+260.9%
+1,280.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.5% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +2.7% | -6.8% | +9.5% | +5.7% |
| 3M | +17.0% | +21.0% | -4.1% | +6.8% |
| 6M | +23.8% | +1.1% | +22.7% | +21.7% |
| YTD | +4.0% | -0.5% | +4.5% | +2.3% |
| 1Y | -0.8% | -7.3% | +6.4% | +0.4% |
| 3Y | +55.6% | +42.3% | +13.3% | +24.5% |
| 5Y | +72.9% | +13.5% | +59.4% | +51.8% |
| 10Y | +875.8% | +144.0% | +731.8% | +477.4% |
| All | +1,541.6% | +260.9% | +1,280.8% | +757.1% |
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