+850.4%
MAR vs ALLY
+98.1%
+752.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.6% |
| 7D | +4.3% | +0.9% | +3.4% | +3.9% |
| 30D | +16.8% | +3.1% | +13.7% | +15.1% |
| 3M | +16.0% | -12.6% | +28.6% | +23.0% |
| 6M | +16.5% | -12.4% | +28.9% | +22.8% |
| YTD | +35.0% | -13.2% | +48.2% | +42.5% |
| 1Y | +49.4% | +1.8% | +47.5% | +46.2% |
| 3Y | +124.1% | +58.0% | +66.1% | +70.6% |
| 5Y | +159.2% | -8.4% | +167.6% | +144.8% |
| 10Y | +553.9% | +195.3% | +358.7% | +228.2% |
| All | +850.4% | +98.1% | +752.3% | +433.0% |
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