+64.1%
MSFT vs ALLY
-9.5%
+73.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 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% | +10.1% |
| 6M | +28.7% | -12.4% | +41.1% | +32.9% |
| YTD | +10.4% | -13.2% | +23.6% | +13.8% |
| 1Y | +7.6% | +1.8% | +5.8% | +6.1% |
| 3Y | +52.3% | +58.0% | -5.7% | +26.4% |
| All | +64.1% | -9.5% | +73.6% | +59.6% |
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 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