+88.8%
APA vs MSTU
-86.5%
+175.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.6% | +10.5% | +2.2% |
| 7D | -1.7% | +16.1% | -17.8% | -2.6% |
| 30D | +15.7% | +68.7% | -52.9% | +12.1% |
| 3M | +16.5% | -11.0% | +27.4% | +15.4% |
| 6M | +35.1% | -33.4% | +68.5% | +33.4% |
| YTD | +82.2% | -59.5% | +141.7% | +82.1% |
| 1Y | +102.5% | -93.4% | +195.8% | +126.4% |
| All | +88.8% | -86.5% | +175.2% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling