-7.0%
MOS vs ALLY
-1.7%
-5.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | +21.6% | +0.9% | +20.7% | +21.4% |
| 30D | +12.0% | +3.1% | +8.9% | +11.0% |
| 3M | -3.9% | -12.6% | +8.7% | -0.5% |
| 6M | -3.3% | -12.4% | +9.1% | 0.0% |
| YTD | -4.6% | -13.2% | +8.5% | -0.1% |
| 1Y | -7.0% | +1.8% | -8.8% | -10.3% |
| All | -7.0% | -1.7% | -5.3% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling