+62.4%
MSFT vs ALLY
-10.0%
+72.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.6% |
| 6M | +29.8% | -6.7% | +36.5% | +31.9% |
| YTD | +9.0% | -12.8% | +21.8% | +12.3% |
| 1Y | +4.9% | +0.7% | +4.3% | +3.8% |
| 3Y | +46.2% | +65.2% | -19.0% | +19.6% |
| All | +62.4% | -10.0% | +72.4% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling