+83.1%
MKSI vs ALLY
-2.7%
+85.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.8% |
| 7D | +4.9% | -3.3% | +8.1% | +7.0% |
| 30D | -11.0% | -4.1% | -6.9% | -8.7% |
| 3M | -17.1% | +1.4% | -18.5% | -17.8% |
| 6M | +16.4% | +14.4% | +2.1% | +6.2% |
| YTD | +64.3% | -4.9% | +69.2% | +67.9% |
| 1Y | +137.7% | +5.5% | +132.2% | +125.7% |
| 3Y | +189.1% | +66.0% | +123.1% | +107.4% |
| 5Y | +83.1% | -2.4% | +85.5% | +68.9% |
| All | +83.1% | -2.7% | +85.9% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling