+792.8%
MOD vs ALLY
+104.2%
+688.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.8% | -25.2% | -23.8% |
| 7D | -31.3% | +2.4% | -33.7% | -32.9% |
| 30D | -46.1% | +5.6% | -51.7% | -48.4% |
| 3M | -51.1% | -11.7% | -39.4% | -47.8% |
| 6M | -62.1% | -7.0% | -55.0% | -60.9% |
| YTD | -26.2% | -10.4% | -15.7% | -22.4% |
| 1Y | -32.6% | +2.4% | -34.9% | -34.5% |
| 3Y | +133.8% | +59.2% | +74.6% | +74.2% |
| 5Y | +792.8% | -5.0% | +797.8% | +754.9% |
| 10Y | +959.8% | +204.5% | +755.3% | +374.9% |
| All | +792.8% | +104.2% | +688.5% | +362.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling