-44.0%
APTV vs MSTZ
-12.4%
-31.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.6% | -3.9% | +3.0% |
| 7D | -1.8% | +24.8% | -26.6% | -0.7% |
| 30D | -7.9% | -59.2% | +51.3% | -11.0% |
| 3M | -29.9% | -56.9% | +26.9% | -30.8% |
| 6M | -36.6% | -57.6% | +21.0% | -36.5% |
| YTD | -40.0% | -73.6% | +33.6% | -40.2% |
| 1Y | -44.0% | -15.6% | -28.5% | -34.8% |
| All | -44.0% | -12.4% | -31.6% | -34.8% |
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