+10.0%
MO vs ALLY
+5.4%
+4.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.4% |
| 7D | -2.0% | +1.0% | -3.0% | -1.9% |
| 30D | -0.3% | -3.3% | +3.0% | -0.5% |
| 3M | -2.9% | +0.5% | -3.4% | -2.6% |
| 6M | +5.8% | +12.6% | -6.8% | +6.9% |
| YTD | +22.0% | -4.7% | +26.7% | +22.9% |
| All | +10.0% | +5.4% | +4.6% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling