-32.2%
MOS vs ALLY
-7.4%
-24.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +3.8% |
| 7D | +22.5% | -1.1% | +23.6% | +23.1% |
| 30D | +6.6% | +4.2% | +2.5% | +5.1% |
| 3M | -3.8% | -12.4% | +8.6% | +0.7% |
| 6M | -2.2% | -8.7% | +6.5% | +0.9% |
| YTD | -4.8% | -11.6% | +6.9% | -1.3% |
| 1Y | -11.7% | +0.2% | -11.9% | -12.7% |
| 3Y | -26.5% | +57.1% | -83.6% | -40.8% |
| 5Y | -32.2% | -6.8% | -25.4% | -35.8% |
| All | -32.2% | -7.4% | -24.8% | -35.8% |
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