+94.4%
APA vs MSTZ
-99.2%
+193.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.5% | -2.5% | +3.2% |
| 7D | +0.3% | -23.6% | +23.9% | -0.5% |
| 30D | +9.3% | -60.7% | +70.0% | +5.8% |
| 3M | +23.3% | -58.3% | +81.6% | +20.9% |
| 6M | +39.5% | -60.0% | +99.5% | +37.5% |
| YTD | +87.6% | -75.2% | +162.8% | +85.1% |
| 1Y | +114.2% | -19.9% | +134.1% | +133.3% |
| All | +94.4% | -99.2% | +193.5% | +88.6% |
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