-86.8%
MSTU vs ALLY
+33.3%
-120.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.3% | -5.3% | -3.5% |
| 7D | +16.1% | +1.0% | +15.1% | +15.4% |
| 30D | +68.7% | -3.3% | +71.9% | +77.7% |
| 3M | -11.0% | +0.5% | -11.4% | -13.1% |
| 6M | -33.4% | +12.6% | -46.0% | -45.2% |
| YTD | -59.5% | -4.7% | -54.8% | -55.9% |
| 1Y | -93.4% | +5.2% | -98.6% | -93.9% |
| All | -86.8% | +33.3% | -120.1% | -92.3% |
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