+22.8%
APD vs MSTZ
-54.6%
+77.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +2.0% |
| 7D | -1.6% | +4.3% | -5.8% | -1.6% |
| 30D | +10.6% | +30.2% | -19.6% | +10.2% |
| 3M | +2.5% | -66.9% | +69.4% | +3.1% |
| 6M | +6.0% | -26.3% | +32.3% | +6.1% |
| YTD | +28.4% | -80.1% | +108.6% | +30.6% |
| All | +22.8% | -54.6% | +77.3% | +17.0% |
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