+537.5%
MAR vs ALLY
+182.8%
+354.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.7% |
| 7D | +2.9% | -0.7% | +3.5% | +3.1% |
| 30D | +17.0% | +1.1% | +15.9% | +16.3% |
| 3M | +23.2% | -13.2% | +36.3% | +31.2% |
| 6M | +21.7% | -13.5% | +35.2% | +29.3% |
| YTD | +38.9% | -14.3% | +53.2% | +47.5% |
| 1Y | +48.7% | -1.1% | +49.8% | +47.3% |
| 3Y | +122.9% | +62.0% | +60.9% | +65.5% |
| 5Y | +177.5% | -9.6% | +187.1% | +163.9% |
| 10Y | +537.5% | +176.0% | +361.6% | +228.6% |
| All | +537.5% | +182.8% | +354.7% | +228.6% |
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