-31.2%
APTV vs MSTZ
-99.3%
+68.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.4% | +3.2% |
| 7D | +4.8% | -29.7% | +34.5% | +3.4% |
| 30D | +2.0% | -65.3% | +67.3% | -2.6% |
| 3M | -34.2% | -57.3% | +23.1% | -35.5% |
| 6M | -34.7% | -61.6% | +27.0% | -35.4% |
| YTD | -37.0% | -78.3% | +41.3% | -38.1% |
| 1Y | -40.4% | -30.2% | -10.2% | -36.0% |
| All | -31.2% | -99.3% | +68.1% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling