+72.1%
MA vs ALLY
+61.3%
+10.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +11.3% | +3.4% | +7.9% | +10.5% |
| 3M | +16.7% | -11.1% | +27.7% | +19.5% |
| 6M | +32.8% | -11.5% | +44.3% | +35.9% |
| YTD | +15.6% | -12.3% | +27.9% | +18.2% |
| 1Y | +19.6% | +1.1% | +18.5% | +18.7% |
| 3Y | +72.1% | +64.8% | +7.3% | +65.4% |
| All | +72.1% | +61.3% | +10.8% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling