-87.2%
MSTU vs APTV
-46.4%
-40.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.6% | +5.7% | +7.8% |
| 7D | -4.8% | -1.9% | -3.0% | -4.1% |
| 30D | -29.6% | -1.4% | -28.1% | -29.0% |
| 3M | +69.4% | -9.3% | +78.7% | +78.0% |
| 6M | -62.2% | -27.3% | -34.9% | -59.5% |
| YTD | -61.1% | -43.1% | -17.9% | -50.8% |
| 1Y | -87.2% | -46.5% | -40.7% | -81.5% |
| All | -87.2% | -46.4% | -40.8% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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