-55.4%
APP vs MSTU
-88.0%
+32.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +10.3% | +0.4% | +9.3% |
| 7D | +4.5% | -4.8% | +9.4% | +5.2% |
| 30D | -3.6% | -29.6% | +25.9% | 0.0% |
| 3M | -35.3% | +69.4% | -104.6% | -42.8% |
| 6M | -42.8% | -62.2% | +19.5% | -38.8% |
| YTD | -59.7% | -61.1% | +1.4% | -62.6% |
| 1Y | -55.4% | -87.2% | +31.8% | -50.6% |
| All | -55.4% | -88.0% | +32.6% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling