+107.2%
APA vs MAS
+40.8%
+66.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.6% | -12.5% | -4.6% |
| 7D | -13.0% | +14.2% | -27.1% | -8.2% |
| 30D | +2.0% | +26.8% | -24.8% | +11.9% |
| 3M | +24.9% | +13.1% | +11.8% | +31.6% |
| 6M | +7.2% | +27.9% | -20.8% | +18.4% |
| YTD | +87.1% | +38.7% | +48.4% | +110.4% |
| 1Y | +107.2% | +40.4% | +66.8% | +135.1% |
| All | +107.2% | +40.8% | +66.4% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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