+107.2%
APA vs MSTU
-88.0%
+195.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +10.3% | -17.2% | -6.7% |
| 7D | -13.0% | -4.8% | -8.1% | -12.9% |
| 30D | +2.0% | -29.6% | +31.5% | +1.9% |
| 3M | +24.9% | +69.4% | -44.5% | +25.2% |
| 6M | +7.2% | -62.2% | +69.4% | +8.3% |
| YTD | +87.1% | -61.1% | +148.2% | +90.9% |
| 1Y | +107.2% | -87.2% | +194.3% | +120.4% |
| All | +107.2% | -88.0% | +195.1% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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