-93.8%
MSTU vs APTV
-44.8%
-49.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.8% |
| 7D | -16.6% | -5.0% | -11.6% | -13.7% |
| 30D | +69.7% | -6.1% | +75.8% | +76.1% |
| 3M | -7.5% | -33.0% | +25.5% | +19.8% |
| 6M | -43.1% | -35.2% | -7.9% | -25.2% |
| YTD | -63.0% | -40.1% | -22.9% | -51.9% |
| 1Y | -93.8% | -45.6% | -48.2% | -88.0% |
| All | -93.8% | -44.8% | -49.0% | -88.0% |
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