-23.1%
MOH vs ALLY
-3.5%
-19.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -4.2% | -1.9% | -2.2% | -4.0% |
| 30D | -2.4% | -4.5% | +2.1% | -1.9% |
| 3M | -4.4% | -2.8% | -1.6% | -4.1% |
| 6M | +32.9% | +10.3% | +22.6% | +31.5% |
| YTD | +11.9% | -5.7% | +17.6% | +12.2% |
| 1Y | +6.9% | +3.9% | +3.0% | +6.1% |
| 3Y | -39.4% | +64.7% | -104.1% | -43.5% |
| All | -23.1% | -3.5% | -19.6% | -22.8% |
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 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