+915.1%
MSFT vs ALLY
+174.3%
+740.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -1.3% | +0.4% | -1.6% | -1.4% |
| 30D | -1.8% | +5.2% | -7.1% | -3.2% |
| 3M | +5.6% | -13.3% | +18.9% | +9.5% |
| 6M | +29.8% | -6.7% | +36.5% | +31.8% |
| YTD | +9.0% | -12.8% | +21.8% | +12.2% |
| 1Y | +4.9% | +0.7% | +4.3% | +3.8% |
| 3Y | +46.2% | +65.2% | -19.0% | +22.4% |
| 5Y | +62.1% | -10.1% | +72.3% | +55.0% |
| All | +915.1% | +174.3% | +740.8% | +641.8% |
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