+43.5%
MAS vs ALLY
-7.4%
+50.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.9% |
| 7D | +4.6% | -1.1% | +5.7% | +5.1% |
| 30D | +19.9% | +4.2% | +15.7% | +17.9% |
| 3M | +8.9% | -12.4% | +21.3% | +15.2% |
| 6M | +20.2% | -8.7% | +28.8% | +24.9% |
| YTD | +33.9% | -11.6% | +45.5% | +40.6% |
| 1Y | +34.7% | +0.2% | +34.5% | +34.1% |
| 3Y | +60.4% | +57.1% | +3.3% | +28.2% |
| 5Y | +43.5% | -6.8% | +50.3% | +36.1% |
| All | +43.5% | -7.4% | +50.9% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling