-92.7%
MSTU vs APD
+6.0%
-98.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.4% |
| 7D | +21.3% | -2.2% | +23.5% | +20.8% |
| 30D | +90.8% | +2.1% | +88.7% | +90.8% |
| 3M | -6.8% | +7.2% | -13.9% | -4.1% |
| 6M | -39.8% | +11.2% | -51.1% | -38.0% |
| YTD | -55.7% | +24.4% | -80.1% | -54.0% |
| 1Y | -92.7% | +6.7% | -99.3% | -88.8% |
| All | -92.7% | +6.0% | -98.7% | -88.8% |
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