+35.3%
MAS vs ALLY
+1.6%
+33.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.8% | +3.7% | -4.4% | -2.2% |
| 30D | -5.6% | -2.3% | -3.3% | -4.7% |
| 3M | +4.4% | +3.8% | +0.6% | +2.9% |
| 6M | +7.2% | +9.7% | -2.5% | +3.2% |
| YTD | +16.1% | -1.4% | +17.5% | +16.3% |
| 1Y | +0.1% | +8.2% | -8.1% | -3.8% |
| 3Y | +28.3% | +66.5% | -38.2% | +0.8% |
| All | +35.3% | +1.6% | +33.7% | +16.6% |
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