-99.2%
MSTZ vs ALLY
+37.9%
-137.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +3.1% |
| 7D | -29.7% | +3.7% | -33.4% | -24.4% |
| 30D | -65.3% | -2.3% | -63.0% | -66.2% |
| 3M | -57.3% | +3.8% | -61.2% | -53.8% |
| 6M | -61.6% | +9.7% | -71.3% | -51.6% |
| YTD | -78.3% | -1.4% | -76.9% | -76.1% |
| 1Y | -30.2% | +8.2% | -38.5% | -9.8% |
| All | -99.2% | +37.9% | -137.1% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling