-87.5%
MSTU vs APTV
-36.8%
-50.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.8% | -3.0% |
| 7D | +12.9% | -1.2% | +14.1% | +15.1% |
| 30D | +68.3% | -10.6% | +79.0% | +86.4% |
| 3M | +0.4% | -35.0% | +35.4% | +46.3% |
| 6M | -41.5% | -38.9% | -2.6% | -11.8% |
| YTD | -61.7% | -41.5% | -20.2% | -40.5% |
| 1Y | -93.7% | -45.8% | -47.8% | -88.6% |
| All | -87.5% | -36.8% | -50.7% | -82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling