-90.3%
MSTU vs APD
+12.2%
-102.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.0% | -7.1% | -6.8% |
| 7D | -9.3% | -1.6% | -7.7% | -7.7% |
| 30D | -38.3% | +10.6% | -48.9% | -43.4% |
| 3M | +24.0% | +2.5% | +21.5% | +19.6% |
| 6M | -72.1% | +6.0% | -78.0% | -74.1% |
| YTD | -70.2% | +28.4% | -98.7% | -79.2% |
| 1Y | -89.6% | +22.2% | -111.8% | -92.5% |
| All | -90.3% | +12.2% | -102.5% | -91.2% |
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