+92.3%
MA vs ALLY
-9.5%
+101.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | +2.3% | +0.9% | +1.4% | +2.1% |
| 30D | +14.7% | +3.1% | +11.6% | +13.7% |
| 3M | +13.5% | -12.6% | +26.1% | +17.6% |
| 6M | +33.1% | -12.4% | +45.6% | +37.6% |
| YTD | +15.1% | -13.2% | +28.2% | +18.8% |
| 1Y | +18.7% | +1.8% | +16.9% | +17.2% |
| 3Y | +72.1% | +58.0% | +14.1% | +43.6% |
| All | +92.3% | -9.5% | +101.8% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling