+871.3%
MSI vs ALLE
+327.3%
+544.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.1% |
| 7D | +4.7% | -0.6% | +5.2% | +4.8% |
| 30D | +14.8% | +25.3% | -10.6% | +4.2% |
| 3M | +8.8% | +10.3% | -1.5% | +4.0% |
| 6M | +19.3% | +38.0% | -18.7% | +3.4% |
| YTD | +35.3% | +17.8% | +17.6% | +24.4% |
| 1Y | +33.8% | +13.6% | +20.2% | +24.8% |
| 3Y | +74.4% | +89.2% | -14.8% | +26.5% |
| 5Y | +120.5% | +51.1% | +69.5% | +73.6% |
| 10Y | +685.2% | +228.1% | +457.1% | +340.3% |
| All | +871.3% | +327.3% | +544.0% | +408.2% |
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