+139.2%
APH vs MSTU
-89.5%
+228.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +4.2% |
| 7D | -5.9% | -4.3% | -1.7% | -5.7% |
| 30D | -14.8% | -34.6% | +19.8% | -13.1% |
| 3M | -12.4% | +39.0% | -51.5% | -15.4% |
| 6M | +8.1% | -70.5% | +78.6% | +12.5% |
| YTD | +10.9% | -68.6% | +79.6% | +11.2% |
| 1Y | +8.8% | -88.6% | +97.4% | +15.0% |
| All | +139.2% | -89.5% | +228.7% | +137.3% |
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 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