+156.4%
APH vs MSTZ
-99.3%
+255.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.6% | -8.6% | -0.5% |
| 7D | -5.0% | +21.1% | -26.2% | -3.8% |
| 30D | -8.4% | +40.1% | -48.4% | -6.0% |
| 3M | -4.5% | -66.1% | +61.6% | -7.3% |
| 6M | +25.3% | -20.7% | +46.0% | +30.0% |
| YTD | +18.9% | -78.6% | +97.5% | +17.9% |
| 1Y | +11.9% | -55.5% | +67.4% | +16.4% |
| All | +156.4% | -99.3% | +255.7% | +144.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling