+674.5%
MSI vs ALLY
+201.0%
+473.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.4% |
| 7D | +8.3% | -0.2% | +8.6% | +8.4% |
| 30D | +18.9% | +3.4% | +15.4% | +17.9% |
| 3M | +13.2% | -11.1% | +24.3% | +16.0% |
| 6M | +38.3% | -11.5% | +49.8% | +41.4% |
| YTD | +38.9% | -12.3% | +51.2% | +41.7% |
| 1Y | +36.7% | +1.1% | +35.6% | +34.8% |
| 3Y | +76.6% | +64.8% | +11.8% | +49.9% |
| 5Y | +124.5% | -6.9% | +131.3% | +113.7% |
| 10Y | +674.5% | +194.9% | +479.6% | +421.1% |
| All | +674.5% | +201.0% | +473.5% | +421.1% |
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