+743.9%
MS vs ALLY
+101.5%
+642.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.2% |
| 7D | -3.4% | -1.1% | -2.3% | -2.8% |
| 30D | -3.9% | +4.2% | -8.1% | -5.9% |
| 3M | -15.9% | -12.4% | -3.5% | -10.0% |
| 6M | -2.5% | -8.7% | +6.2% | +1.8% |
| YTD | +5.1% | -11.6% | +16.7% | +11.3% |
| 1Y | +13.0% | +0.2% | +12.8% | +11.9% |
| 3Y | +160.7% | +57.1% | +103.6% | +96.9% |
| 5Y | +114.0% | -6.8% | +120.9% | +101.7% |
| 10Y | +637.5% | +200.4% | +437.1% | +231.3% |
| All | +743.9% | +101.5% | +642.4% | +331.1% |
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