+686.2%
MCO vs ALLY
+98.6%
+587.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -2.5% | -2.8% | +0.2% | -1.6% |
| 30D | +9.4% | +1.9% | +7.6% | +8.7% |
| 3M | +8.3% | -12.1% | +20.4% | +13.2% |
| 6M | +15.4% | -9.0% | +24.4% | +18.9% |
| YTD | +1.5% | -12.9% | +14.4% | +5.7% |
| 1Y | +5.4% | -0.1% | +5.4% | +4.2% |
| 3Y | +53.1% | +64.6% | -11.5% | +22.1% |
| 5Y | +39.4% | -10.1% | +49.5% | +32.5% |
| 10Y | +463.0% | +176.7% | +286.4% | +204.6% |
| All | +686.2% | +98.6% | +587.6% | +358.2% |
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