+882.9%
MSI vs ALLY
+98.1%
+784.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +4.7% | +0.9% | +3.7% | +4.4% |
| 30D | +14.8% | +3.1% | +11.7% | +13.9% |
| 3M | +8.8% | -12.6% | +21.4% | +11.9% |
| 6M | +19.3% | -12.4% | +31.7% | +22.3% |
| YTD | +35.3% | -13.2% | +48.5% | +38.3% |
| 1Y | +33.8% | +1.8% | +31.9% | +31.7% |
| 3Y | +74.4% | +58.0% | +16.5% | +49.9% |
| 5Y | +120.5% | -8.4% | +128.9% | +110.3% |
| 10Y | +685.2% | +195.3% | +489.9% | +409.5% |
| All | +882.9% | +98.1% | +784.8% | +584.1% |
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 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