+553.1%
MA vs ALLY
+189.4%
+363.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +2.3% | +0.9% | +1.4% | +2.0% |
| 30D | +14.7% | +3.1% | +11.6% | +13.5% |
| 3M | +13.5% | -12.6% | +26.1% | +18.7% |
| 6M | +33.1% | -12.4% | +45.6% | +38.6% |
| YTD | +15.1% | -13.2% | +28.2% | +19.6% |
| 1Y | +18.7% | +1.8% | +16.9% | +16.7% |
| 3Y | +72.1% | +58.0% | +14.1% | +38.1% |
| 5Y | +92.8% | -8.4% | +101.2% | +82.3% |
| All | +553.1% | +189.4% | +363.7% | +321.6% |
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