-4.9%
APA vs MSI
+590.9%
-595.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.5% |
| 7D | -1.7% | -5.8% | +4.1% | +1.9% |
| 30D | +15.7% | -1.0% | +16.7% | +16.1% |
| 3M | +16.5% | +14.2% | +2.3% | +6.4% |
| 6M | +35.1% | +1.0% | +34.0% | +31.8% |
| YTD | +82.2% | +21.5% | +60.8% | +56.4% |
| 1Y | +102.5% | -2.1% | +104.6% | +99.2% |
| 3Y | +10.3% | +69.3% | -59.0% | -28.2% |
| 5Y | +166.1% | +99.3% | +66.8% | +50.1% |
| 10Y | -4.9% | +595.0% | -599.9% | -66.6% |
| All | -4.9% | +590.9% | -595.8% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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