+221.1%
APP vs MSTU
-90.8%
+311.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.3% | +3.7% | -2.6% |
| 7D | +61.1% | -21.7% | +82.8% | +64.9% |
| 30D | +42.8% | -42.8% | +85.5% | +51.7% |
| 3M | +16.7% | +21.4% | -4.8% | +6.3% |
| 6M | -15.6% | -74.1% | +58.5% | -6.4% |
| YTD | -41.3% | -72.4% | +31.1% | -39.8% |
| 1Y | -39.3% | -90.1% | +50.8% | -28.6% |
| All | +221.1% | -90.8% | +311.9% | +305.9% |
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