+199.8%
MGY vs ALLY
+164.1%
+35.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | +2.1% | +3.7% | -1.6% | +0.3% |
| 30D | +13.8% | -2.3% | +16.1% | +14.8% |
| 3M | -4.3% | +3.8% | -8.1% | -7.0% |
| 6M | -5.1% | +9.7% | -14.8% | -11.7% |
| YTD | +24.8% | -1.4% | +26.2% | +21.9% |
| 1Y | +11.8% | +8.2% | +3.6% | +3.3% |
| 3Y | +23.5% | +66.5% | -43.0% | -12.5% |
| 5Y | +87.5% | +1.2% | +86.3% | +63.2% |
| All | +199.8% | +164.1% | +35.7% | +65.2% |
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