-40.4%
APTV vs MSTZ
-29.5%
-10.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.4% | +3.2% |
| 7D | +4.8% | -29.7% | +34.5% | +3.6% |
| 30D | +2.0% | -65.3% | +67.3% | -2.1% |
| 3M | -34.2% | -57.3% | +23.1% | -34.8% |
| 6M | -34.7% | -61.6% | +27.0% | -34.8% |
| YTD | -37.0% | -78.3% | +41.3% | -37.8% |
| 1Y | -40.4% | -30.2% | -10.2% | -31.3% |
| All | -40.4% | -29.5% | -10.9% | -31.3% |
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 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