+1,663.2%
MOD vs ALLY
+124.8%
+1,538.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.1% |
| 7D | +9.6% | +3.7% | +5.9% | +7.2% |
| 30D | 0.0% | -2.3% | +2.3% | +1.5% |
| 3M | -35.4% | +3.8% | -39.2% | -37.0% |
| 6M | -7.3% | +9.7% | -17.0% | -12.6% |
| YTD | +45.8% | -1.4% | +47.2% | +45.9% |
| 1Y | +43.1% | +8.2% | +34.9% | +35.2% |
| 3Y | +297.7% | +66.5% | +231.2% | +188.8% |
| 5Y | +1,478.8% | +1.2% | +1,477.5% | +1,365.2% |
| 10Y | +1,633.4% | +191.4% | +1,442.0% | +699.4% |
| All | +1,663.2% | +124.8% | +1,538.4% | +770.5% |
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