-61.2%
MSTZ vs ALLY
-1.7%
-59.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | -1.4% |
| 7D | -1.2% | +0.9% | -2.1% | +0.5% |
| 30D | +22.2% | +3.1% | +19.1% | +29.4% |
| 3M | -70.4% | -12.6% | -57.8% | -74.0% |
| 6M | -31.0% | -12.4% | -18.6% | -37.5% |
| YTD | -81.0% | -13.2% | -67.9% | -80.3% |
| 1Y | -61.2% | +1.8% | -63.0% | -55.7% |
| All | -61.2% | -1.7% | -59.5% | -55.7% |
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