+894.4%
MSFT vs ALLY
+182.4%
+712.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.8% | -2.7% |
| 7D | -6.2% | -2.8% | -3.5% | -5.5% |
| 30D | -3.7% | +1.9% | -5.6% | -4.2% |
| 3M | +3.6% | -12.1% | +15.8% | +7.1% |
| 6M | +26.8% | -9.0% | +35.8% | +29.6% |
| YTD | +8.4% | -12.9% | +21.4% | +11.6% |
| 1Y | +3.3% | -0.1% | +3.4% | +2.4% |
| 3Y | +44.3% | +64.6% | -20.3% | +20.9% |
| 5Y | +63.3% | -10.1% | +73.4% | +56.1% |
| 10Y | +894.4% | +176.7% | +717.7% | +641.6% |
| All | +894.4% | +182.4% | +712.0% | +641.6% |
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 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