+45.1%
MCO vs ALLY
+64.9%
-19.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.5% |
| 7D | -2.7% | +1.0% | -3.7% | -3.0% |
| 30D | +0.9% | -3.3% | +4.2% | +1.9% |
| 3M | +8.7% | +0.5% | +8.2% | +8.4% |
| 6M | +2.4% | +12.6% | -10.2% | -1.6% |
| YTD | -5.2% | -4.7% | -0.5% | -4.4% |
| 1Y | -4.4% | +5.2% | -9.6% | -6.8% |
| All | +45.1% | +64.9% | -19.8% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling