+622.3%
MSCI vs ALLY
+191.1%
+431.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.4% | +3.7% | -3.3% | -0.7% |
| 30D | +0.6% | -2.3% | +2.8% | +1.3% |
| 3M | -7.1% | +3.8% | -10.9% | -8.3% |
| 6M | +0.8% | +9.7% | -8.9% | -2.6% |
| YTD | +1.0% | -1.4% | +2.4% | +0.6% |
| 1Y | +4.3% | +8.2% | -3.9% | +0.4% |
| 3Y | +9.9% | +66.5% | -56.5% | -11.7% |
| 5Y | -6.8% | +1.2% | -8.0% | -15.0% |
| All | +622.3% | +191.1% | +431.2% | +339.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling