-99.4%
MSTZ vs ALLY
+25.2%
-124.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.8% | -13.4% | -3.7% |
| 7D | +0.7% | +2.4% | -1.6% | +5.4% |
| 30D | +16.6% | +5.6% | +11.0% | +29.7% |
| 3M | -74.7% | -11.7% | -63.0% | -78.5% |
| 6M | -43.9% | -7.0% | -36.9% | -47.1% |
| YTD | -84.0% | -10.4% | -73.6% | -84.5% |
| 1Y | -65.1% | +2.4% | -67.5% | -57.9% |
| All | -99.4% | +25.2% | -124.7% | -98.4% |
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