+107.6%
APA vs MSTU
-91.8%
+199.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -12.9% | +14.9% | +2.4% |
| 7D | +9.6% | -23.0% | +32.6% | +10.6% |
| 30D | -0.2% | -47.7% | +47.5% | +1.7% |
| 3M | +19.8% | +12.5% | +7.3% | +16.6% |
| 6M | +30.1% | -76.1% | +106.1% | +35.1% |
| YTD | +100.4% | -75.5% | +175.9% | +101.9% |
| 1Y | +105.2% | -90.1% | +195.3% | +118.7% |
| All | +107.6% | -91.8% | +199.4% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling