+0.3%
APA vs MAS
+213.7%
-213.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.6% | +3.6% |
| 7D | -15.5% | +2.0% | -17.5% | -16.8% |
| 30D | +2.4% | +19.4% | -17.0% | -7.1% |
| 3M | +22.8% | +9.4% | +13.4% | +15.6% |
| 6M | +17.9% | +15.3% | +2.6% | +4.4% |
| YTD | +87.7% | +31.3% | +56.4% | +48.7% |
| 1Y | +94.2% | +34.9% | +59.3% | +50.6% |
| 3Y | +27.2% | +58.6% | -31.4% | -14.2% |
| 5Y | +74.1% | +40.7% | +33.4% | +22.0% |
| All | +0.3% | +213.7% | -213.4% | -55.6% |
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