+457.8%
MCO vs ALLY
+174.3%
+283.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +9.8% | +5.2% | +4.6% | +7.9% |
| 3M | +4.3% | -13.3% | +17.6% | +9.5% |
| 6M | +16.5% | -6.7% | +23.1% | +18.9% |
| YTD | +0.1% | -12.8% | +13.0% | +4.2% |
| 1Y | +4.4% | +0.7% | +3.8% | +3.1% |
| 3Y | +51.6% | +65.2% | -13.6% | +20.8% |
| 5Y | +36.7% | -10.1% | +46.8% | +30.0% |
| All | +457.8% | +174.3% | +283.5% | +224.9% |
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