+662.2%
MSI vs ALLY
+172.1%
+490.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +2.6% | -2.1% | +4.7% | +3.1% |
| 30D | +18.1% | +2.0% | +16.1% | +17.5% |
| 3M | +13.2% | -13.3% | +26.5% | +16.6% |
| 6M | +36.3% | -9.9% | +46.1% | +38.9% |
| YTD | +39.5% | -13.5% | +53.0% | +42.7% |
| 1Y | +36.9% | -2.8% | +39.7% | +36.2% |
| 3Y | +76.1% | +63.4% | +12.7% | +49.7% |
| 5Y | +123.7% | -10.9% | +134.6% | +115.3% |
| All | +662.2% | +172.1% | +490.2% | +416.1% |
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