+40.2%
APH vs MSTZ
-19.0%
+59.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.3% |
| 7D | +1.6% | -23.6% | +25.2% | +0.8% |
| 30D | -3.0% | -60.7% | +57.7% | -6.0% |
| 3M | +5.7% | -58.3% | +64.0% | +4.2% |
| 6M | +20.0% | -60.0% | +80.0% | +18.3% |
| YTD | +20.8% | -75.2% | +96.0% | +17.0% |
| 1Y | +40.2% | -19.9% | +60.1% | +42.7% |
| All | +40.2% | -19.0% | +59.3% | +42.7% |
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