-88.4%
MSTU vs APTV
-35.1%
-53.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.7% | -9.4% | -9.2% |
| 7D | -22.0% | -1.8% | -20.2% | -20.8% |
| 30D | +60.3% | -7.9% | +68.2% | +72.3% |
| 3M | -3.7% | -29.9% | +26.2% | +29.8% |
| 6M | -45.2% | -36.6% | -8.6% | -20.6% |
| YTD | -64.3% | -40.0% | -24.4% | -46.0% |
| 1Y | -94.0% | -44.0% | -50.0% | -89.6% |
| All | -88.4% | -35.1% | -53.3% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling