+78.5%
MSI vs ALLE
+93.1%
-14.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.3% |
| 7D | +7.7% | -0.8% | +8.5% | +7.8% |
| 30D | +19.9% | +27.4% | -7.4% | +13.5% |
| 3M | +14.9% | +13.8% | +1.1% | +11.5% |
| 6M | +37.2% | +45.5% | -8.3% | +25.8% |
| YTD | +40.8% | +21.4% | +19.4% | +33.6% |
| 1Y | +38.1% | +15.4% | +22.8% | +32.5% |
| All | +78.5% | +93.1% | -14.6% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling