+895.6%
MSI vs ALLE
+336.8%
+558.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +7.4% | +0.1% | +7.3% | +7.3% |
| 30D | +18.7% | +25.9% | -7.2% | +7.6% |
| 3M | +14.5% | +14.9% | -0.4% | +7.6% |
| 6M | +38.1% | +42.1% | -4.0% | +18.2% |
| YTD | +38.7% | +20.4% | +18.3% | +26.4% |
| 1Y | +35.4% | +14.9% | +20.6% | +25.8% |
| 3Y | +75.1% | +90.1% | -15.0% | +26.9% |
| 5Y | +126.4% | +53.0% | +73.4% | +77.4% |
| 10Y | +671.4% | +208.8% | +462.6% | +341.5% |
| All | +895.6% | +336.8% | +558.8% | +416.4% |
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