+906.4%
MOD vs ALLY
+189.4%
+717.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.8% |
| 7D | -25.5% | +0.9% | -26.5% | -26.6% |
| 30D | -49.0% | +3.1% | -52.1% | -50.5% |
| 3M | -49.8% | -12.6% | -37.3% | -46.0% |
| 6M | -64.8% | -12.4% | -52.3% | -62.3% |
| YTD | -27.6% | -13.2% | -14.5% | -22.5% |
| 1Y | -35.2% | +1.8% | -37.0% | -36.9% |
| 3Y | +137.1% | +58.0% | +79.2% | +77.1% |
| 5Y | +760.3% | -8.4% | +768.7% | +746.0% |
| All | +906.4% | +189.4% | +717.0% | +375.9% |
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