+7.6%
MOS vs ALLY
+189.4%
-181.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.0% |
| 7D | +21.6% | +0.9% | +20.7% | +21.3% |
| 30D | +12.0% | +3.1% | +8.9% | +10.3% |
| 3M | -3.9% | -12.6% | +8.7% | +2.7% |
| 6M | -3.3% | -12.4% | +9.1% | +3.1% |
| YTD | -4.6% | -13.2% | +8.5% | +0.8% |
| 1Y | -7.0% | +1.8% | -8.8% | -9.6% |
| 3Y | -24.4% | +58.0% | -82.4% | -45.5% |
| 5Y | -32.1% | -8.4% | -23.7% | -37.7% |
| All | +7.6% | +189.4% | -181.7% | -51.5% |
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 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