+217.7%
APP vs MSTU
-89.5%
+307.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.4% | +11.3% | +10.1% |
| 7D | +71.2% | -4.3% | +75.5% | +70.6% |
| 30D | +39.1% | -34.6% | +73.7% | +45.3% |
| 3M | +16.5% | +39.0% | -22.5% | +4.4% |
| 6M | -16.6% | -70.5% | +54.0% | -9.2% |
| YTD | -41.9% | -68.6% | +26.7% | -41.4% |
| 1Y | -37.0% | -88.6% | +51.6% | -27.3% |
| All | +217.7% | -89.5% | +307.2% | +294.9% |
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