+8.2%
MOS vs ALLY
+191.1%
-183.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +9.5% | +3.7% | +5.9% | +7.5% |
| 30D | +10.4% | -2.3% | +12.7% | +11.6% |
| 3M | +12.9% | +3.8% | +9.1% | +10.8% |
| 6M | +1.2% | +9.7% | -8.5% | -4.3% |
| YTD | +9.3% | -1.4% | +10.7% | +8.5% |
| 1Y | -18.0% | +8.2% | -26.2% | -22.8% |
| 3Y | -29.0% | +66.5% | -95.5% | -50.1% |
| 5Y | -9.6% | +1.2% | -10.8% | -21.2% |
| All | +8.2% | +191.1% | -183.0% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling