+94.4%
APA vs MSTU
-89.5%
+183.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.1% | +2.7% |
| 7D | -15.5% | -4.3% | -11.2% | -15.5% |
| 30D | +2.4% | -34.6% | +37.0% | +3.6% |
| 3M | +22.8% | +39.0% | -16.2% | +18.6% |
| 6M | +17.9% | -70.5% | +88.5% | +21.7% |
| YTD | +87.7% | -68.6% | +156.3% | +87.5% |
| 1Y | +94.2% | -88.6% | +182.8% | +106.8% |
| All | +94.4% | -89.5% | +183.9% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling