-90.3%
MSTU vs ALLY
+22.6%
-112.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.9% | -6.0% | -6.6% |
| 7D | -9.3% | -0.2% | -9.1% | -8.7% |
| 30D | -38.3% | +3.4% | -41.7% | -40.5% |
| 3M | +24.0% | -11.1% | +35.1% | +50.4% |
| 6M | -72.1% | -11.5% | -60.6% | -66.5% |
| YTD | -70.2% | -12.3% | -57.9% | -62.6% |
| 1Y | -89.6% | +1.1% | -90.7% | -90.0% |
| All | -90.3% | +22.6% | -112.9% | -93.5% |
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