+820.4%
MSCI vs ALLY
+182.4%
+638.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | -1.9% | -2.8% | +0.9% | -1.0% |
| 30D | +16.5% | +1.9% | +14.6% | +15.8% |
| 3M | +18.2% | -12.1% | +30.3% | +23.0% |
| 6M | +14.0% | -9.0% | +23.0% | +17.1% |
| YTD | +16.6% | -12.9% | +29.5% | +20.7% |
| 1Y | +14.8% | -0.1% | +14.9% | +13.6% |
| 3Y | +33.3% | +64.6% | -31.3% | +7.4% |
| 5Y | +9.1% | -10.1% | +19.1% | +3.7% |
| 10Y | +820.4% | +176.7% | +643.7% | +483.6% |
| All | +820.4% | +182.4% | +638.0% | +483.6% |
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