+907.5%
MSI vs ALLY
+95.5%
+812.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | +7.4% | -0.7% | +8.1% | +7.5% |
| 30D | +18.7% | +1.1% | +17.6% | +18.4% |
| 3M | +14.5% | -13.2% | +27.6% | +17.8% |
| 6M | +38.1% | -13.5% | +51.6% | +41.9% |
| YTD | +38.7% | -14.3% | +53.0% | +42.2% |
| 1Y | +35.4% | -1.1% | +36.6% | +34.2% |
| 3Y | +75.1% | +62.0% | +13.1% | +49.5% |
| 5Y | +126.4% | -9.6% | +136.0% | +116.6% |
| 10Y | +671.4% | +176.0% | +495.4% | +408.2% |
| All | +907.5% | +95.5% | +812.0% | +603.2% |
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