-87.2%
MSTU vs APD
+36.4%
-123.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.9% | +8.4% | +11.5% |
| 7D | -4.8% | +3.8% | -8.6% | -2.5% |
| 30D | -29.6% | +14.1% | -43.7% | -23.7% |
| 3M | +69.4% | +8.2% | +61.2% | +78.7% |
| 6M | -62.2% | +7.5% | -69.8% | -59.2% |
| YTD | -61.1% | +31.7% | -92.7% | -53.3% |
| 1Y | -87.2% | +35.1% | -122.2% | -83.3% |
| All | -87.2% | +36.4% | -123.5% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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