+111.2%
MO vs ALLY
+178.1%
-66.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -2.4% | -1.9% | -0.5% | -2.1% |
| 30D | +3.6% | -4.5% | +8.1% | +4.3% |
| 3M | -3.7% | -2.8% | -0.9% | -3.5% |
| 6M | +4.5% | +10.3% | -5.8% | +2.4% |
| YTD | +21.5% | -5.7% | +27.2% | +21.8% |
| 1Y | +9.5% | +3.9% | +5.6% | +7.8% |
| 3Y | +93.6% | +64.7% | +28.9% | +70.5% |
| 5Y | +97.5% | -2.6% | +100.1% | +88.0% |
| 10Y | +111.2% | +186.0% | -74.8% | +68.9% |
| All | +111.2% | +178.1% | -66.9% | +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 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