+155.7%
MO vs ALLY
+174.3%
-18.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | +7.5% | +5.2% | +2.3% | +6.7% |
| 3M | +22.8% | -13.3% | +36.1% | +25.3% |
| 6M | +13.4% | -6.7% | +20.0% | +14.2% |
| YTD | +43.0% | -12.8% | +55.8% | +45.0% |
| 1Y | +45.2% | +0.7% | +44.5% | +43.7% |
| 3Y | +145.5% | +65.2% | +80.3% | +115.1% |
| 5Y | +157.1% | -10.1% | +167.2% | +147.9% |
| All | +155.7% | +174.3% | -18.6% | +98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling