+156.4%
APH vs MSTU
-90.8%
+247.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.3% | +6.3% | -0.5% |
| 7D | -5.0% | -21.7% | +16.7% | -3.8% |
| 30D | -8.4% | -42.8% | +34.4% | -5.8% |
| 3M | -4.5% | +21.4% | -25.9% | -7.0% |
| 6M | +25.3% | -74.1% | +99.4% | +31.4% |
| YTD | +18.9% | -72.4% | +91.3% | +20.0% |
| 1Y | +11.9% | -90.1% | +102.0% | +19.3% |
| All | +156.4% | -90.8% | +247.2% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling