+7.7%
APO vs MSTU
-90.6%
+98.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | +0.2% | -27.7% | +27.9% | +2.7% |
| 30D | +3.1% | -40.3% | +43.4% | +6.7% |
| 3M | -12.0% | +26.4% | -38.4% | -16.5% |
| 6M | -5.0% | -75.7% | +70.8% | +2.4% |
| YTD | -14.0% | -71.9% | +57.9% | -12.5% |
| 1Y | -5.9% | -89.3% | +83.3% | +3.6% |
| All | +7.7% | -90.6% | +98.3% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling