+14.7%
APO vs MSTZ
-99.2%
+113.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -0.2% |
| 7D | -1.0% | -23.6% | +22.6% | -2.5% |
| 30D | -0.4% | -60.7% | +60.4% | -6.3% |
| 3M | -0.9% | -58.3% | +57.4% | -4.4% |
| 6M | +22.1% | -60.0% | +82.2% | +20.3% |
| YTD | -8.4% | -75.2% | +66.8% | -9.7% |
| 1Y | -0.9% | -19.9% | +18.9% | +11.3% |
| All | +14.7% | -99.2% | +113.9% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling