-2.3%
APA vs MAS
+219.8%
-222.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.2% | -0.6% |
| 7D | -15.6% | +4.6% | -20.1% | -17.8% |
| 30D | -0.9% | +19.9% | -20.8% | -10.3% |
| 3M | +26.1% | +8.9% | +17.2% | +19.0% |
| 6M | +6.1% | +20.2% | -14.1% | -8.2% |
| YTD | +82.8% | +33.9% | +49.0% | +43.5% |
| 1Y | +106.5% | +34.7% | +71.8% | +60.6% |
| 3Y | +21.9% | +60.4% | -38.5% | -18.1% |
| 5Y | +69.7% | +43.5% | +26.2% | +17.8% |
| All | -2.3% | +219.8% | -222.1% | -57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling