-30.7%
MUZ vs ALLY
-8.0%
-22.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -1.3% | +35.3% | +32.6% |
| 7D | +79.0% | -1.1% | +80.1% | +74.3% |
| 30D | +104.4% | +4.2% | +100.2% | +112.4% |
| 3M | +27.0% | -12.4% | +39.4% | -3.6% |
| All | -30.7% | -8.0% | -22.8% | -31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling