+781.3%
MSI vs ALLE
+260.9%
+520.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +6.8% | -6.8% | +13.6% | +9.9% |
| 3M | +14.3% | +21.0% | -6.7% | +4.9% |
| 6M | -1.6% | +1.1% | -2.7% | -2.8% |
| YTD | +22.8% | -0.5% | +23.3% | +21.5% |
| 1Y | -1.1% | -7.3% | +6.1% | +0.7% |
| 3Y | +70.5% | +42.3% | +28.2% | +40.2% |
| 5Y | +102.8% | +13.5% | +89.3% | +81.1% |
| 10Y | +597.4% | +144.0% | +453.4% | +339.7% |
| All | +781.3% | +260.9% | +520.4% | +396.4% |
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