+165.1%
APH vs MSTU
-85.2%
+250.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | +1.0% |
| 7D | +5.0% | +21.3% | -16.4% | +3.5% |
| 30D | -3.9% | +90.8% | -94.7% | -8.0% |
| 3M | +13.0% | -6.8% | +19.7% | +11.4% |
| 6M | +25.2% | -39.8% | +65.0% | +24.7% |
| YTD | +22.9% | -55.7% | +78.6% | +21.9% |
| 1Y | +47.8% | -92.7% | +140.5% | +60.6% |
| All | +165.1% | -85.2% | +250.3% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling