+674.5%
MSI vs ALLE
+233.6%
+440.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.5% |
| 7D | +8.3% | -0.6% | +9.0% | +8.5% |
| 30D | +18.9% | +26.6% | -7.7% | +7.2% |
| 3M | +13.2% | +13.2% | 0.0% | +6.9% |
| 6M | +38.3% | +42.9% | -4.6% | +17.5% |
| YTD | +38.9% | +21.0% | +17.8% | +25.9% |
| 1Y | +36.7% | +15.2% | +21.5% | +26.6% |
| 3Y | +76.6% | +95.6% | -19.0% | +24.3% |
| 5Y | +124.5% | +53.4% | +71.1% | +74.1% |
| 10Y | +674.5% | +221.5% | +453.0% | +338.1% |
| All | +674.5% | +233.6% | +440.9% | +338.1% |
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 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