+129.0%
MSI vs ALLE
+54.3%
+74.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.2% |
| 7D | +7.7% | -0.8% | +8.5% | +7.9% |
| 30D | +19.9% | +27.4% | -7.4% | +10.4% |
| 3M | +14.9% | +13.8% | +1.1% | +9.7% |
| 6M | +37.2% | +45.5% | -8.3% | +20.0% |
| YTD | +40.8% | +21.4% | +19.4% | +30.3% |
| 1Y | +38.1% | +15.4% | +22.8% | +30.2% |
| 3Y | +77.7% | +91.7% | -14.0% | +33.5% |
| 5Y | +129.0% | +54.5% | +74.5% | +89.5% |
| All | +129.0% | +54.3% | +74.8% | +89.5% |
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 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