-2.5%
APO vs MSTZ
-54.5%
+52.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +2.0% |
| 7D | +5.8% | +30.8% | -25.0% | +7.6% |
| 30D | +8.9% | +41.2% | -32.3% | +11.9% |
| 3M | -13.6% | -60.9% | +47.3% | -16.4% |
| 6M | -5.4% | -15.7% | +10.3% | +0.8% |
| YTD | -13.6% | -75.2% | +61.6% | -13.9% |
| 1Y | -2.5% | -59.8% | +57.3% | -2.4% |
| All | -2.5% | -54.5% | +52.1% | -2.4% |
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