+1,451.7%
MSCI vs ALLY
+124.8%
+1,326.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 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% | +0.5% |
| 3Y | +9.9% | +66.5% | -56.5% | -11.1% |
| 5Y | -6.8% | +1.2% | -8.0% | -14.8% |
| 10Y | +614.7% | +191.4% | +423.2% | +322.7% |
| All | +1,451.7% | +124.8% | +1,326.8% | +866.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling