+124.3%
MOD vs ALLY
+57.0%
+67.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.3% | -5.9% | -6.3% |
| 7D | -34.2% | -1.1% | -33.0% | -34.1% |
| 30D | -51.9% | +4.2% | -56.0% | -53.8% |
| 3M | -53.0% | -12.4% | -40.6% | -48.7% |
| 6M | -66.4% | -8.7% | -57.7% | -64.7% |
| YTD | -31.5% | -11.6% | -19.9% | -26.7% |
| 1Y | -39.6% | +0.2% | -39.7% | -41.1% |
| All | +124.3% | +57.0% | +67.3% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling