+102.8%
MSI vs ALLE
+13.7%
+89.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +6.8% | -6.8% | +13.6% | +9.3% |
| 3M | +14.3% | +21.0% | -6.7% | +6.6% |
| 6M | -1.6% | +1.1% | -2.7% | -2.5% |
| YTD | +22.8% | -0.5% | +23.3% | +21.8% |
| 1Y | -1.1% | -7.3% | +6.1% | +0.5% |
| 3Y | +70.5% | +42.3% | +28.2% | +43.8% |
| All | +102.8% | +13.7% | +89.1% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling