+72.1%
MSI vs ALLY
+63.1%
+9.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -3.7% | +3.7% | -7.4% | -4.0% |
| 30D | +6.8% | -2.3% | +9.1% | +7.0% |
| 3M | +14.3% | +3.8% | +10.5% | +13.9% |
| 6M | -1.6% | +9.7% | -11.3% | -2.6% |
| YTD | +22.8% | -1.4% | +24.2% | +22.7% |
| 1Y | -1.1% | +8.2% | -9.3% | -2.3% |
| All | +72.1% | +63.1% | +9.0% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling