-37.5%
APH vs MSTZ
-63.6%
+26.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -23.2% | -24.6% | -46.0% |
| 7D | -48.7% | -19.5% | -29.2% | -46.9% |
| 30D | -51.9% | -65.3% | +13.3% | -50.8% |
| 3M | -43.6% | -57.3% | +13.8% | -41.2% |
| 6M | -37.5% | -61.6% | +24.1% | -36.4% |
| All | -37.5% | -63.6% | +26.1% | -36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling