+922.9%
MSFT vs ALLY
+182.8%
+740.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.6% |
| 7D | +2.3% | -0.7% | +3.0% | +2.6% |
| 30D | -0.4% | +1.1% | -1.5% | -0.7% |
| 3M | +5.6% | -13.2% | +18.7% | +9.4% |
| 6M | +29.0% | -13.5% | +42.4% | +33.5% |
| YTD | +10.9% | -14.3% | +25.2% | +14.7% |
| 1Y | +6.2% | -1.1% | +7.4% | +5.6% |
| 3Y | +47.6% | +62.0% | -14.4% | +24.3% |
| 5Y | +67.9% | -9.6% | +77.6% | +60.3% |
| 10Y | +922.9% | +176.0% | +746.9% | +671.3% |
| All | +922.9% | +182.8% | +740.1% | +671.3% |
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 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