-25.8%
MOS vs ALLY
+124.8%
-150.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +9.5% | +3.7% | +5.9% | +7.6% |
| 30D | +10.4% | -2.3% | +12.7% | +11.5% |
| 3M | +12.9% | +3.8% | +9.1% | +10.8% |
| 6M | +1.2% | +9.7% | -8.5% | -4.1% |
| YTD | +9.3% | -1.4% | +10.7% | +8.5% |
| 1Y | -18.0% | +8.2% | -26.2% | -22.6% |
| 3Y | -29.0% | +66.5% | -95.5% | -49.5% |
| 5Y | -9.6% | +1.2% | -10.8% | -21.1% |
| 10Y | +6.1% | +191.4% | -185.4% | -51.3% |
| All | -25.8% | +124.8% | -150.7% | -65.8% |
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 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