+791.8%
MSI vs ALLY
+124.8%
+667.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -3.7% | +3.7% | -7.4% | -4.5% |
| 30D | +6.8% | -2.3% | +9.1% | +7.3% |
| 3M | +14.3% | +3.8% | +10.5% | +13.1% |
| 6M | -1.6% | +9.7% | -11.3% | -4.1% |
| YTD | +22.8% | -1.4% | +24.2% | +22.2% |
| 1Y | -1.1% | +8.2% | -9.3% | -3.9% |
| 3Y | +70.5% | +66.5% | +4.0% | +45.0% |
| 5Y | +102.8% | +1.2% | +101.6% | +89.0% |
| 10Y | +597.4% | +191.4% | +406.0% | +354.4% |
| All | +791.8% | +124.8% | +667.0% | +504.6% |
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