+671.3%
MSI vs ALLY
+182.4%
+488.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.1% |
| 7D | +7.7% | -2.8% | +10.5% | +8.3% |
| 30D | +19.9% | +1.9% | +18.0% | +19.3% |
| 3M | +14.9% | -12.1% | +27.1% | +18.0% |
| 6M | +37.2% | -9.0% | +46.2% | +39.5% |
| YTD | +40.8% | -12.9% | +53.7% | +43.8% |
| 1Y | +38.1% | -0.1% | +38.2% | +36.6% |
| 3Y | +77.7% | +64.6% | +13.1% | +50.9% |
| 5Y | +129.0% | -10.1% | +139.1% | +120.0% |
| 10Y | +671.3% | +176.7% | +494.6% | +419.9% |
| All | +671.3% | +182.4% | +488.9% | +419.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling