+222.1%
MAS vs ALLY
+194.4%
+27.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.9% |
| 7D | +4.6% | -1.1% | +5.7% | +5.0% |
| 30D | +19.9% | +4.2% | +15.7% | +18.1% |
| 3M | +8.9% | -12.4% | +21.3% | +14.4% |
| 6M | +20.2% | -8.7% | +28.8% | +24.4% |
| YTD | +33.9% | -11.6% | +45.5% | +39.9% |
| 1Y | +34.7% | +0.2% | +34.5% | +34.2% |
| 3Y | +60.4% | +57.1% | +3.3% | +32.2% |
| 5Y | +43.5% | -6.8% | +50.3% | +36.7% |
| All | +222.1% | +194.4% | +27.7% | +90.0% |
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 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