+98.0%
MO vs ALLY
+74.0%
+24.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.3% | +3.7% | -3.3% | +0.4% |
| 30D | +0.6% | -2.3% | +2.9% | +0.6% |
| 3M | -1.0% | +3.8% | -4.8% | -0.9% |
| 6M | +4.3% | +9.7% | -5.4% | +4.4% |
| YTD | +23.3% | -1.4% | +24.7% | +23.5% |
| 1Y | +10.5% | +8.2% | +2.2% | +10.4% |
| All | +98.0% | +74.0% | +24.0% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling