-37.4%
MOS vs ALLY
+104.2%
-141.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.8% | +13.6% | +15.5% |
| 7D | +17.9% | +2.4% | +15.6% | +16.8% |
| 30D | +1.6% | +5.6% | -4.0% | -1.1% |
| 3M | -4.0% | -11.7% | +7.7% | +1.9% |
| 6M | -4.1% | -7.0% | +2.9% | -0.8% |
| YTD | -7.8% | -10.4% | +2.6% | -4.1% |
| 1Y | -15.6% | +2.4% | -18.0% | -18.0% |
| 3Y | -28.9% | +59.2% | -88.1% | -48.3% |
| 5Y | -36.8% | -5.0% | -31.8% | -43.1% |
| 10Y | +6.7% | +204.5% | -197.8% | -51.5% |
| All | -37.4% | +104.2% | -141.7% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling