+96.6%
APA vs MSTZ
-99.3%
+195.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.6% | -6.3% | +1.5% |
| 7D | -5.5% | +21.1% | -26.7% | -4.8% |
| 30D | -1.2% | +40.1% | -41.2% | +0.3% |
| 3M | +10.6% | -66.1% | +76.6% | +7.1% |
| 6M | +28.4% | -20.7% | +49.2% | +31.9% |
| YTD | +89.7% | -78.6% | +168.3% | +87.2% |
| 1Y | +90.6% | -55.5% | +146.1% | +99.3% |
| All | +96.6% | -99.3% | +195.8% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling