+107.6%
APA vs MSTZ
-99.2%
+206.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.8% | -10.8% | +2.4% |
| 7D | +9.6% | +25.6% | -16.0% | +10.5% |
| 30D | -0.2% | +50.6% | -50.8% | +1.6% |
| 3M | +19.8% | -64.5% | +84.3% | +16.2% |
| 6M | +30.1% | -14.0% | +44.1% | +33.9% |
| YTD | +100.4% | -76.4% | +176.8% | +98.5% |
| 1Y | +105.2% | -56.2% | +161.4% | +113.6% |
| All | +107.6% | -99.2% | +206.8% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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