+105.2%
APA vs MSTZ
-52.7%
+157.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.8% | -10.8% | +1.9% |
| 7D | +9.6% | +25.6% | -16.0% | +9.4% |
| 30D | -0.2% | +50.6% | -50.8% | -0.5% |
| 3M | +19.8% | -64.5% | +84.3% | +19.1% |
| 6M | +30.1% | -14.0% | +44.1% | +31.6% |
| YTD | +100.4% | -76.4% | +176.8% | +103.1% |
| 1Y | +105.2% | -56.2% | +161.4% | +123.0% |
| All | +105.2% | -52.7% | +157.9% | +123.0% |
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