+554.8%
MA vs ALLY
+201.0%
+353.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.2% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +11.3% | +3.4% | +7.9% | +10.1% |
| 3M | +16.7% | -11.1% | +27.7% | +21.3% |
| 6M | +32.8% | -11.5% | +44.3% | +37.8% |
| YTD | +15.6% | -12.3% | +27.9% | +19.8% |
| 1Y | +19.6% | +1.1% | +18.5% | +17.8% |
| 3Y | +72.1% | +64.8% | +7.3% | +35.9% |
| 5Y | +96.0% | -6.9% | +102.9% | +84.3% |
| 10Y | +554.8% | +194.9% | +359.8% | +331.9% |
| All | +554.8% | +201.0% | +353.7% | +331.9% |
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