+515.5%
MAR vs ALLY
+201.0%
+314.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.3% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | +14.0% | +3.4% | +10.6% | +12.1% |
| 3M | +18.1% | -11.1% | +29.2% | +24.4% |
| 6M | +18.6% | -11.5% | +30.1% | +24.6% |
| YTD | +35.3% | -12.3% | +47.6% | +42.3% |
| 1Y | +44.5% | +1.1% | +43.4% | +41.7% |
| 3Y | +120.7% | +64.8% | +55.9% | +62.8% |
| 5Y | +164.1% | -6.9% | +171.0% | +147.6% |
| 10Y | +515.5% | +194.9% | +320.5% | +222.1% |
| All | +515.5% | +201.0% | +314.5% | +222.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling