-7.2%
APO vs MSTZ
-8.3%
+1.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.8% | -14.1% | -0.8% |
| 7D | +3.5% | +25.6% | -22.1% | +4.4% |
| 30D | +4.4% | +50.6% | -46.2% | +6.3% |
| 3M | -12.1% | -64.5% | +52.4% | -12.9% |
| 6M | -7.2% | -14.0% | +6.8% | -0.3% |
| All | -7.2% | -8.3% | +1.0% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling