-2.2%
MOS vs ALLY
-8.5%
+6.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +4.1% |
| 7D | +22.5% | -1.1% | +23.6% | +22.7% |
| 30D | +6.6% | +4.2% | +2.5% | +4.2% |
| 3M | -3.8% | -12.4% | +8.6% | +2.6% |
| 6M | -2.2% | -8.7% | +6.5% | +2.4% |
| All | -2.2% | -8.5% | +6.3% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling