-2.7%
APO vs MSTZ
-12.4%
+9.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.6% | -8.9% | -1.9% |
| 7D | -4.9% | +24.8% | -29.7% | -3.4% |
| 30D | -8.4% | -59.2% | +50.8% | -12.6% |
| 3M | -2.1% | -56.9% | +54.8% | -4.2% |
| 6M | +19.2% | -57.6% | +76.8% | +19.3% |
| YTD | -10.5% | -73.6% | +63.1% | -11.3% |
| 1Y | -2.7% | -15.6% | +12.9% | +6.4% |
| All | -2.7% | -12.4% | +9.7% | +6.4% |
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 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