+37.2%
MSCI vs ALLY
+57.0%
-19.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.4% |
| 7D | +6.0% | -1.1% | +7.2% | +6.3% |
| 30D | +18.2% | +4.2% | +14.0% | +17.2% |
| 3M | +15.1% | -12.4% | +27.5% | +18.3% |
| 6M | +13.7% | -8.7% | +22.4% | +15.8% |
| YTD | +15.6% | -11.6% | +27.3% | +18.1% |
| 1Y | +16.3% | +0.2% | +16.2% | +15.6% |
| All | +37.2% | +57.0% | -19.8% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling