+785.4%
MSCI vs ALLY
+189.4%
+596.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.7% |
| 7D | +2.8% | +0.9% | +1.9% | +2.6% |
| 30D | +15.4% | +3.1% | +12.3% | +14.4% |
| 3M | +13.4% | -12.6% | +26.0% | +18.3% |
| 6M | +10.9% | -12.4% | +23.3% | +15.3% |
| YTD | +13.0% | -13.2% | +26.1% | +17.1% |
| 1Y | +12.0% | +1.8% | +10.2% | +10.2% |
| 3Y | +34.1% | +58.0% | -23.9% | +9.7% |
| 5Y | +3.9% | -8.4% | +12.3% | -1.7% |
| All | +785.4% | +189.4% | +596.0% | +473.0% |
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 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