-93.7%
MSTU vs APD
+5.1%
-98.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.6% |
| 7D | +12.9% | -4.6% | +17.5% | +11.8% |
| 30D | +68.3% | -4.2% | +72.5% | +67.0% |
| 3M | +0.4% | +5.0% | -4.6% | +2.5% |
| 6M | -41.5% | +8.9% | -50.5% | -40.0% |
| YTD | -61.7% | +21.9% | -83.6% | -60.5% |
| 1Y | -93.7% | +5.6% | -99.2% | -90.6% |
| All | -93.7% | +5.1% | -98.8% | -90.6% |
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