+1,571.1%
MSFT vs ALLY
+124.8%
+1,446.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.1% |
| 7D | -2.7% | +3.7% | -6.4% | -3.6% |
| 30D | +2.7% | -2.3% | +5.0% | +3.3% |
| 3M | +17.0% | +3.8% | +13.1% | +15.7% |
| 6M | +23.8% | +9.7% | +14.1% | +20.3% |
| YTD | +4.0% | -1.4% | +5.4% | +3.7% |
| 1Y | -0.8% | +8.2% | -9.1% | -3.8% |
| 3Y | +55.6% | +66.5% | -10.9% | +30.0% |
| 5Y | +72.9% | +1.2% | +71.7% | +59.8% |
| 10Y | +875.8% | +191.4% | +684.4% | +531.7% |
| All | +1,571.1% | +124.8% | +1,446.2% | +1,043.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling