+901.0%
MS vs ALLY
+124.8%
+776.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +1.4% | +3.7% | -2.3% | -0.5% |
| 30D | -0.3% | -2.3% | +2.0% | +0.9% |
| 3M | +0.3% | +3.8% | -3.5% | -1.9% |
| 6M | +31.3% | +9.7% | +21.6% | +24.3% |
| YTD | +24.7% | -1.4% | +26.1% | +24.8% |
| 1Y | +47.9% | +8.2% | +39.7% | +40.2% |
| 3Y | +178.3% | +66.5% | +111.9% | +103.5% |
| 5Y | +144.9% | +1.2% | +143.7% | +120.3% |
| 10Y | +804.5% | +191.4% | +613.1% | +312.5% |
| All | +901.0% | +124.8% | +776.1% | +383.3% |
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