-90.1%
MSTU vs ALLY
-0.9%
-89.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.7% | -12.2% | -12.0% |
| 7D | -23.0% | -2.1% | -20.9% | -20.6% |
| 30D | -47.7% | +2.0% | -49.7% | -48.0% |
| 3M | +12.5% | -13.3% | +25.8% | +35.2% |
| 6M | -76.1% | -9.9% | -66.2% | -72.8% |
| YTD | -75.5% | -13.5% | -62.0% | -72.1% |
| 1Y | -90.1% | -2.8% | -87.3% | -89.1% |
| All | -90.1% | -0.9% | -89.1% | -89.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling