+310.6%
MO vs ALLY
+124.8%
+185.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.3% | +3.7% | -3.3% | -0.2% |
| 30D | +0.6% | -2.3% | +2.9% | +0.9% |
| 3M | -1.0% | +3.8% | -4.8% | -1.7% |
| 6M | +4.3% | +9.7% | -5.4% | +2.5% |
| YTD | +23.3% | -1.4% | +24.7% | +22.8% |
| 1Y | +10.5% | +8.2% | +2.2% | +8.3% |
| 3Y | +96.3% | +66.5% | +29.8% | +74.6% |
| 5Y | +98.9% | +1.2% | +97.7% | +88.6% |
| 10Y | +103.6% | +191.4% | -87.8% | +55.9% |
| All | +310.6% | +124.8% | +185.8% | +214.6% |
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