+153.3%
APP vs MSTZ
-99.2%
+252.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.2% | -10.9% | -1.5% |
| 7D | +0.1% | -25.4% | +25.5% | -3.0% |
| 30D | -10.0% | -60.9% | +50.8% | -19.3% |
| 3M | -44.6% | -54.2% | +9.5% | -47.1% |
| 6M | -37.9% | -65.0% | +27.1% | -40.6% |
| YTD | -53.7% | -76.5% | +22.8% | -55.3% |
| 1Y | -43.0% | -23.4% | -19.6% | -32.6% |
| All | +153.3% | -99.2% | +252.5% | +178.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling