+891.9%
APA vs MAS
+1,727.7%
-835.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.6% | -12.5% | -8.6% |
| 7D | -13.0% | +14.2% | -27.1% | -16.8% |
| 30D | +2.0% | +26.8% | -24.8% | -5.9% |
| 3M | +24.9% | +13.1% | +11.8% | +19.0% |
| 6M | +7.2% | +27.9% | -20.8% | -3.6% |
| YTD | +87.1% | +38.7% | +48.4% | +61.4% |
| 1Y | +107.2% | +40.4% | +66.8% | +77.5% |
| 3Y | +24.7% | +66.1% | -41.4% | +0.7% |
| 5Y | +78.5% | +47.4% | +31.1% | +47.1% |
| 10Y | +2.3% | +238.3% | -236.0% | -32.3% |
| All | +891.9% | +1,727.7% | -835.8% | +304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling