+5.3%
MSCI vs ALLY
-10.0%
+15.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | +17.4% | +5.2% | +12.2% | +15.6% |
| 3M | +14.8% | -13.3% | +28.1% | +20.0% |
| 6M | +16.1% | -6.7% | +22.8% | +18.4% |
| YTD | +16.0% | -12.8% | +28.8% | +20.1% |
| 1Y | +16.4% | +0.7% | +15.8% | +14.9% |
| 3Y | +35.3% | +65.2% | -29.9% | +6.2% |
| All | +5.3% | -10.0% | +15.3% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling