+9.0%
APD vs MSTZ
-99.2%
+108.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.2% | -9.4% | -1.0% |
| 7D | -2.5% | -25.4% | +22.9% | -2.9% |
| 30D | -1.9% | -60.9% | +59.0% | -3.5% |
| 3M | +8.2% | -54.2% | +62.4% | +7.6% |
| 6M | +10.7% | -65.0% | +75.7% | +9.9% |
| YTD | +22.9% | -76.5% | +99.4% | +22.5% |
| 1Y | +5.8% | -23.4% | +29.2% | +11.7% |
| All | +9.0% | -99.2% | +108.2% | +3.7% |
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