-26.3%
APH vs MSTU
-92.8%
+66.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +11.7% | -59.5% | -48.0% |
| 7D | -48.7% | +3.2% | -51.9% | -48.7% |
| 30D | -51.9% | +90.8% | -142.8% | -53.4% |
| 3M | -43.6% | -6.8% | -36.8% | -43.7% |
| 6M | -37.5% | -39.8% | +2.3% | -37.5% |
| YTD | -38.6% | -55.7% | +17.0% | -39.9% |
| 1Y | -26.3% | -92.7% | +66.3% | -24.3% |
| All | -26.3% | -92.8% | +66.4% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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