-85.6%
MSTU vs APD
+8.6%
-94.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.3% |
| 7D | +21.3% | -2.2% | +23.5% | +23.5% |
| 30D | +90.8% | +2.1% | +88.7% | +84.2% |
| 3M | -6.8% | +7.2% | -13.9% | -15.2% |
| 6M | -39.8% | +11.2% | -51.1% | -48.6% |
| YTD | -55.7% | +24.4% | -80.1% | -68.1% |
| 1Y | -92.7% | +6.7% | -99.3% | -93.2% |
| All | -85.6% | +8.6% | -94.2% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling