+797.2%
MS vs ALLY
+104.2%
+693.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +2.3% |
| 7D | +2.6% | +2.4% | +0.3% | +1.4% |
| 30D | +2.6% | +5.6% | -3.0% | -0.3% |
| 3M | -10.1% | -11.7% | +1.6% | -4.2% |
| 6M | +4.4% | -7.0% | +11.4% | +7.9% |
| YTD | +11.7% | -10.4% | +22.2% | +17.5% |
| 1Y | +20.9% | +2.4% | +18.6% | +18.4% |
| 3Y | +177.1% | +59.2% | +117.9% | +107.8% |
| 5Y | +127.7% | -5.0% | +132.8% | +112.3% |
| 10Y | +684.1% | +204.5% | +479.6% | +249.7% |
| All | +797.2% | +104.2% | +693.0% | +355.0% |
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