+232.2%
APP vs MSTU
-92.2%
+324.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.0% | +8.9% | +4.6% |
| 7D | +4.6% | -25.8% | +30.4% | +8.6% |
| 30D | +56.0% | -43.9% | +99.9% | +66.0% |
| 3M | +30.8% | +2.9% | +28.0% | +21.7% |
| 6M | -9.8% | -75.5% | +65.7% | +0.6% |
| YTD | -39.3% | -76.7% | +37.4% | -36.4% |
| 1Y | -26.4% | -88.9% | +62.5% | -15.2% |
| All | +232.2% | -92.2% | +324.4% | +329.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling