+94.4%
APA vs MSTU
-87.2%
+181.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.4% | +8.4% | +3.2% |
| 7D | +0.3% | +12.9% | -12.6% | -0.5% |
| 30D | +9.3% | +68.3% | -59.0% | +5.9% |
| 3M | +23.3% | +0.4% | +23.0% | +21.4% |
| 6M | +39.5% | -41.5% | +81.0% | +38.8% |
| YTD | +87.6% | -61.7% | +149.3% | +87.9% |
| 1Y | +114.2% | -93.7% | +207.9% | +139.9% |
| All | +94.4% | -87.2% | +181.6% | +98.7% |
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