+448.5%
MAS vs ALLY
+104.2%
+344.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.8% | +1.8% | +4.2% |
| 7D | +14.2% | +2.4% | +11.8% | +13.2% |
| 30D | +26.8% | +5.6% | +21.3% | +24.4% |
| 3M | +13.1% | -11.7% | +24.8% | +18.4% |
| 6M | +27.9% | -7.0% | +35.0% | +31.5% |
| YTD | +38.7% | -10.4% | +49.1% | +44.0% |
| 1Y | +40.4% | +2.4% | +38.0% | +38.7% |
| 3Y | +66.1% | +59.2% | +6.9% | +36.5% |
| 5Y | +47.4% | -5.0% | +52.4% | +39.7% |
| 10Y | +238.3% | +204.5% | +33.9% | +91.0% |
| All | +448.5% | +104.2% | +344.3% | +236.4% |
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