+568.4%
MA vs ALLY
+182.8%
+385.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | +1.8% | -0.7% | +2.5% | +2.0% |
| 30D | +11.8% | +1.1% | +10.7% | +11.4% |
| 3M | +17.2% | -13.2% | +30.3% | +22.8% |
| 6M | +33.4% | -13.5% | +46.9% | +39.5% |
| YTD | +16.1% | -14.3% | +30.4% | +21.3% |
| 1Y | +19.9% | -1.1% | +21.1% | +19.1% |
| 3Y | +70.1% | +62.0% | +8.1% | +35.0% |
| 5Y | +89.6% | -9.6% | +99.3% | +80.1% |
| 10Y | +568.4% | +176.0% | +392.5% | +332.6% |
| All | +568.4% | +182.8% | +385.6% | +332.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling