+97.2%
MO vs ALLY
-0.2%
+97.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.8% |
| 7D | -2.0% | +1.0% | -3.0% | -2.1% |
| 30D | -0.3% | -3.3% | +3.0% | -0.1% |
| 3M | -2.9% | +0.5% | -3.4% | -3.0% |
| 6M | +5.8% | +12.6% | -6.8% | +4.6% |
| YTD | +22.0% | -4.7% | +26.7% | +22.2% |
| 1Y | +10.7% | +5.2% | +5.4% | +9.8% |
| 3Y | +94.4% | +66.5% | +27.9% | +79.3% |
| 5Y | +97.2% | +0.2% | +96.9% | +90.1% |
| All | +97.2% | -0.2% | +97.4% | +90.1% |
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 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