-66.4%
MOD vs ALLY
-8.5%
-57.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.3% | -5.9% | -7.0% |
| 7D | -34.2% | -1.1% | -33.0% | -33.4% |
| 30D | -51.9% | +4.2% | -56.0% | -52.5% |
| 3M | -53.0% | -12.4% | -40.6% | -49.6% |
| 6M | -66.4% | -8.7% | -57.7% | -65.1% |
| All | -66.4% | -8.5% | -57.8% | -65.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling