+95.5%
APA vs MSTZ
-57.2%
+152.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +3.6% |
| 7D | +5.1% | +31.0% | -26.0% | +4.9% |
| 30D | +0.3% | +34.0% | -33.7% | +0.1% |
| 3M | +15.6% | -67.7% | +83.3% | +15.0% |
| 6M | +28.9% | -14.9% | +43.8% | +31.0% |
| YTD | +96.6% | -79.1% | +175.6% | +99.3% |
| 1Y | +95.5% | -58.9% | +154.5% | +115.0% |
| All | +95.5% | -57.2% | +152.7% | +115.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling