-92.4%
MSTU vs ALLY
+21.9%
-114.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -6.3% |
| 7D | -25.8% | +0.4% | -26.2% | -26.1% |
| 30D | -43.9% | +5.2% | -49.1% | -47.3% |
| 3M | +2.9% | -13.3% | +16.2% | +30.2% |
| 6M | -75.5% | -6.7% | -68.8% | -72.8% |
| YTD | -76.7% | -12.8% | -63.9% | -70.5% |
| 1Y | -88.9% | +0.7% | -89.6% | -89.3% |
| All | -92.4% | +21.9% | -114.3% | -94.9% |
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