-86.8%
MSTU vs APD
+7.3%
-94.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.2% | -7.5% | -7.5% |
| 7D | +16.1% | -2.5% | +18.6% | +18.4% |
| 30D | +68.7% | -1.9% | +70.5% | +69.6% |
| 3M | -11.0% | +8.2% | -19.2% | -20.0% |
| 6M | -33.4% | +10.7% | -44.1% | -43.0% |
| YTD | -59.5% | +22.9% | -82.4% | -70.5% |
| 1Y | -93.4% | +5.8% | -99.1% | -93.8% |
| All | -86.8% | +7.3% | -94.2% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling