-99.3%
MSTZ vs ALLY
+23.6%
-122.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -1.3% | +19.0% | +15.6% |
| 7D | +13.4% | -1.1% | +14.5% | +12.9% |
| 30D | +37.5% | +4.2% | +33.4% | +50.3% |
| 3M | -69.9% | -12.4% | -57.5% | -74.8% |
| 6M | -32.0% | -8.7% | -23.3% | -37.4% |
| YTD | -81.2% | -11.6% | -69.5% | -82.1% |
| 1Y | -56.1% | +0.2% | -56.2% | -48.7% |
| All | -99.3% | +23.6% | -122.9% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling