+11.3%
APH vs MSTZ
-57.2%
+68.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.9% |
| 7D | +0.4% | +31.0% | -30.6% | +2.1% |
| 30D | -8.0% | +34.0% | -41.9% | -5.8% |
| 3M | -5.0% | -67.7% | +62.7% | -7.5% |
| 6M | +29.9% | -14.9% | +44.8% | +37.7% |
| YTD | +18.0% | -79.1% | +97.0% | +13.8% |
| 1Y | +11.3% | -58.9% | +70.3% | +15.1% |
| All | +11.3% | -57.2% | +68.5% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling