+1,530.3%
MOD vs ALLY
+1.6%
+1,528.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.1% |
| 7D | +9.6% | +3.7% | +5.9% | +7.3% |
| 30D | 0.0% | -2.3% | +2.3% | +1.4% |
| 3M | -35.4% | +3.8% | -39.2% | -36.9% |
| 6M | -7.3% | +9.7% | -17.0% | -12.4% |
| YTD | +45.8% | -1.4% | +47.2% | +45.9% |
| 1Y | +43.1% | +8.2% | +34.9% | +35.6% |
| 3Y | +297.7% | +66.5% | +231.2% | +205.2% |
| All | +1,530.3% | +1.6% | +1,528.7% | +1,483.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling