+799.7%
MA vs ALLY
+101.5%
+698.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -2.0% |
| 7D | +3.2% | -1.1% | +4.3% | +3.6% |
| 30D | +15.9% | +4.2% | +11.8% | +14.4% |
| 3M | +15.2% | -12.4% | +27.6% | +20.2% |
| 6M | +32.4% | -8.7% | +41.1% | +35.8% |
| YTD | +15.6% | -11.6% | +27.3% | +19.4% |
| 1Y | +19.3% | +0.2% | +19.1% | +18.0% |
| 3Y | +73.0% | +57.1% | +15.9% | +40.1% |
| 5Y | +93.7% | -6.8% | +100.6% | +82.0% |
| 10Y | +575.0% | +200.4% | +374.6% | +283.8% |
| All | +799.7% | +101.5% | +698.2% | +466.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling