+1,649.0%
MSFT vs ALLY
+97.2%
+1,551.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -2.4% | -2.1% | -0.3% | -1.9% |
| 30D | -3.8% | +2.0% | -5.8% | -4.3% |
| 3M | +6.4% | -13.3% | +19.7% | +10.4% |
| 6M | +28.8% | -9.9% | +38.6% | +32.0% |
| YTD | +8.8% | -13.5% | +22.4% | +12.3% |
| 1Y | +3.2% | -2.8% | +6.0% | +3.0% |
| 3Y | +44.8% | +63.4% | -18.6% | +21.6% |
| 5Y | +61.8% | -10.9% | +72.7% | +55.1% |
| 10Y | +897.9% | +174.7% | +723.2% | +555.2% |
| All | +1,649.0% | +97.2% | +1,551.8% | +1,138.0% |
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