-92.7%
MSTU vs APTV
-39.9%
-52.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.2% | -5.0% |
| 7D | +21.3% | +4.8% | +16.5% | +18.0% |
| 30D | +90.8% | +2.0% | +88.8% | +87.9% |
| 3M | -6.8% | -34.2% | +27.5% | +24.6% |
| 6M | -39.8% | -34.7% | -5.2% | -19.2% |
| YTD | -55.7% | -37.0% | -18.7% | -44.1% |
| 1Y | -92.7% | -40.4% | -52.3% | -87.2% |
| All | -92.7% | -39.9% | -52.8% | -87.2% |
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