+15.5%
APO vs MSTU
-86.5%
+101.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.6% | +7.2% | -0.7% |
| 7D | +0.1% | +16.1% | -16.1% | -1.6% |
| 30D | +3.9% | +68.7% | -64.8% | -2.1% |
| 3M | +3.8% | -11.0% | +14.8% | +1.8% |
| 6M | +22.3% | -33.4% | +55.7% | +21.0% |
| YTD | -7.8% | -59.5% | +51.7% | -7.4% |
| 1Y | -0.3% | -93.4% | +93.0% | +16.1% |
| All | +15.5% | -86.5% | +101.9% | +20.1% |
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