-35.9%
APP vs MSTZ
-29.5%
-6.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +2.5% |
| 7D | +0.9% | -29.7% | +30.6% | -2.5% |
| 30D | -23.3% | -65.3% | +42.0% | -31.6% |
| 3M | -42.6% | -57.3% | +14.7% | -45.3% |
| 6M | -33.6% | -61.6% | +28.0% | -35.7% |
| YTD | -52.4% | -78.3% | +25.9% | -56.2% |
| 1Y | -35.9% | -30.2% | -5.6% | -39.9% |
| All | -35.9% | -29.5% | -6.4% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling