+415.4%
MAR vs ALLY
+178.4%
+237.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -0.7% |
| 7D | -1.7% | +1.0% | -2.7% | -2.2% |
| 30D | -6.9% | -3.3% | -3.6% | -5.5% |
| 3M | -15.8% | +0.5% | -16.3% | -16.4% |
| 6M | +1.9% | +12.6% | -10.6% | -4.3% |
| YTD | +6.6% | -4.7% | +11.3% | +8.0% |
| 1Y | +23.7% | +5.2% | +18.4% | +19.0% |
| 3Y | +64.6% | +66.5% | -1.9% | +20.8% |
| 5Y | +156.4% | +0.2% | +156.1% | +131.4% |
| 10Y | +415.4% | +180.8% | +234.6% | +174.3% |
| All | +415.4% | +178.4% | +237.0% | +174.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling