+1,692.2%
MSFT vs ALLY
+101.5%
+1,590.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.2% | -3.2% |
| 7D | +1.1% | -1.1% | +2.2% | +1.4% |
| 30D | +1.3% | +4.2% | -2.9% | +0.1% |
| 3M | +10.2% | -12.4% | +22.6% | +13.9% |
| 6M | +30.8% | -8.7% | +39.5% | +33.5% |
| YTD | +11.5% | -11.6% | +23.2% | +14.4% |
| 1Y | +6.5% | +0.2% | +6.4% | +5.6% |
| 3Y | +55.5% | +57.1% | -1.6% | +32.0% |
| 5Y | +66.2% | -6.8% | +73.0% | +57.4% |
| 10Y | +928.0% | +200.4% | +727.7% | +558.1% |
| All | +1,692.2% | +101.5% | +1,590.7% | +1,161.5% |
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