+852.0%
MOD vs ALLY
+194.4%
+657.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.3% | -5.9% | -6.4% |
| 7D | -34.2% | -1.1% | -33.0% | -34.1% |
| 30D | -51.9% | +4.2% | -56.0% | -53.5% |
| 3M | -53.0% | -12.4% | -40.6% | -49.5% |
| 6M | -66.4% | -8.7% | -57.7% | -64.9% |
| YTD | -31.5% | -11.6% | -19.9% | -27.4% |
| 1Y | -39.6% | +0.2% | -39.7% | -40.5% |
| 3Y | +116.8% | +57.1% | +59.7% | +62.5% |
| 5Y | +713.8% | -6.8% | +720.6% | +692.4% |
| All | +852.0% | +194.4% | +657.6% | +345.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling