+13.9%
APD vs MSTZ
-99.3%
+113.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +2.1% |
| 7D | -1.6% | +4.3% | -5.8% | -1.4% |
| 30D | +10.6% | +30.2% | -19.6% | +11.3% |
| 3M | +2.5% | -66.9% | +69.4% | +0.9% |
| 6M | +6.0% | -26.3% | +32.3% | +7.5% |
| YTD | +28.4% | -80.1% | +108.6% | +28.1% |
| 1Y | +22.2% | -57.5% | +79.6% | +25.8% |
| All | +13.9% | -99.3% | +113.2% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling