+653.6%
MCO vs ALLY
+124.8%
+528.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.2% |
| 7D | -4.2% | +3.7% | -7.8% | -5.4% |
| 30D | +2.2% | -2.3% | +4.5% | +3.0% |
| 3M | +10.1% | +3.8% | +6.3% | +8.5% |
| 6M | +5.3% | +9.7% | -4.5% | +1.3% |
| YTD | -2.7% | -1.4% | -1.3% | -3.0% |
| 1Y | -0.4% | +8.2% | -8.6% | -4.4% |
| 3Y | +49.0% | +66.5% | -17.4% | +18.3% |
| 5Y | +33.6% | +1.2% | +32.4% | +21.2% |
| 10Y | +395.3% | +191.4% | +203.9% | +163.4% |
| All | +653.6% | +124.8% | +528.7% | +320.6% |
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 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