+120.1%
MAR vs ALLY
+65.3%
+54.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | +13.8% | +5.2% | +8.6% | +11.6% |
| 3M | +20.3% | -13.3% | +33.6% | +26.4% |
| 6M | +21.3% | -6.7% | +28.0% | +23.7% |
| YTD | +37.2% | -12.8% | +50.0% | +42.9% |
| 1Y | +48.4% | +0.7% | +47.8% | +46.5% |
| 3Y | +120.1% | +65.2% | +54.9% | +101.3% |
| All | +120.1% | +65.3% | +54.8% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling