+35.1%
APD vs MSTZ
-63.1%
+98.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.6% | +11.5% | +2.0% |
| 7D | +3.8% | +0.7% | +3.1% | +3.8% |
| 30D | +14.1% | +16.6% | -2.5% | +13.6% |
| 3M | +8.2% | -74.7% | +82.9% | +9.7% |
| 6M | +7.5% | -43.9% | +51.5% | +7.5% |
| YTD | +31.7% | -84.0% | +115.7% | +33.8% |
| 1Y | +35.1% | -65.1% | +100.2% | +25.5% |
| All | +35.1% | -63.1% | +98.1% | +25.5% |
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