+667.9%
MAR vs ALLY
+124.8%
+543.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -4.2% | +3.7% | -7.8% | -5.7% |
| 30D | -6.7% | -2.3% | -4.4% | -5.8% |
| 3M | -12.5% | +3.8% | -16.3% | -14.3% |
| 6M | +0.6% | +9.7% | -9.1% | -4.3% |
| YTD | +9.1% | -1.4% | +10.5% | +8.8% |
| 1Y | +26.2% | +8.2% | +18.0% | +20.0% |
| 3Y | +68.2% | +66.5% | +1.7% | +24.8% |
| 5Y | +163.9% | +1.2% | +162.7% | +137.5% |
| 10Y | +420.6% | +191.4% | +229.1% | +159.8% |
| All | +667.9% | +124.8% | +543.1% | +307.1% |
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 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