+693.3%
MA vs ALLY
+124.8%
+568.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.7% | +3.7% | -6.4% | -3.9% |
| 30D | +1.5% | -2.3% | +3.8% | +2.2% |
| 3M | +20.4% | +3.8% | +16.6% | +18.6% |
| 6M | +11.1% | +9.7% | +1.4% | +6.9% |
| YTD | +2.0% | -1.4% | +3.4% | +1.6% |
| 1Y | -2.2% | +8.2% | -10.4% | -5.8% |
| 3Y | +41.9% | +66.5% | -24.6% | +12.6% |
| 5Y | +75.4% | +1.2% | +74.2% | +60.0% |
| 10Y | +527.5% | +191.4% | +336.1% | +257.5% |
| All | +693.3% | +124.8% | +568.4% | +381.8% |
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