-30.2%
MSTZ vs ALLY
+9.5%
-39.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +3.0% |
| 7D | -29.7% | +3.7% | -33.4% | -25.6% |
| 30D | -65.3% | -2.3% | -63.0% | -65.9% |
| 3M | -57.3% | +3.8% | -61.2% | -54.1% |
| 6M | -61.6% | +9.7% | -71.3% | -53.3% |
| YTD | -78.3% | -1.4% | -76.9% | -75.3% |
| 1Y | -30.2% | +8.2% | -38.5% | -16.3% |
| All | -30.2% | +9.5% | -39.7% | -16.3% |
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 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