+361.1%
MO vs ALLY
+98.1%
+263.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | -2.4% | +0.9% | -3.4% | -2.6% |
| 30D | +9.7% | +3.1% | +6.6% | +9.2% |
| 3M | +14.1% | -12.6% | +26.7% | +16.2% |
| 6M | +11.9% | -12.4% | +24.3% | +13.6% |
| YTD | +38.4% | -13.2% | +51.6% | +40.3% |
| 1Y | +41.9% | +1.8% | +40.1% | +40.3% |
| 3Y | +134.5% | +58.0% | +76.5% | +109.8% |
| 5Y | +147.3% | -8.4% | +155.7% | +137.7% |
| 10Y | +135.2% | +195.3% | -60.0% | +81.4% |
| All | +361.1% | +98.1% | +263.0% | +259.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling