+893.1%
MSFT vs ALLY
+198.2%
+694.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | +1.7% | +0.9% | +0.7% | +1.4% |
| 30D | +0.2% | +3.1% | -2.9% | -0.7% |
| 3M | +6.4% | -12.6% | +18.9% | +10.0% |
| 6M | +28.7% | -12.4% | +41.1% | +32.8% |
| YTD | +10.4% | -13.2% | +23.6% | +13.7% |
| 1Y | +7.6% | +1.8% | +5.8% | +6.2% |
| 3Y | +52.3% | +58.0% | -5.7% | +29.2% |
| 5Y | +64.5% | -8.4% | +72.9% | +56.5% |
| All | +893.1% | +198.2% | +694.9% | +677.5% |
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