-88.0%
MSTU vs APTV
-35.3%
-52.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.9% |
| 7D | -16.6% | -5.0% | -11.6% | -12.5% |
| 30D | +69.7% | -6.1% | +75.8% | +79.0% |
| 3M | -7.5% | -33.0% | +25.5% | +30.7% |
| 6M | -43.1% | -35.2% | -7.9% | -19.9% |
| YTD | -63.0% | -40.1% | -22.9% | -43.9% |
| 1Y | -93.8% | -45.6% | -48.2% | -88.8% |
| All | -88.0% | -35.3% | -52.6% | -83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling