+4.4%
APA vs MSI
+663.2%
-658.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.5% |
| 7D | +9.6% | +2.6% | +7.0% | +7.9% |
| 30D | -0.2% | +18.1% | -18.4% | -10.0% |
| 3M | +19.8% | +13.2% | +6.6% | +10.6% |
| 6M | +30.1% | +36.3% | -6.2% | +6.0% |
| YTD | +100.4% | +39.5% | +60.9% | +57.7% |
| 1Y | +105.2% | +36.9% | +68.3% | +63.3% |
| 3Y | +44.6% | +76.1% | -31.5% | -7.1% |
| 5Y | +88.8% | +123.7% | -34.9% | -0.8% |
| All | +4.4% | +663.2% | -658.8% | -66.9% |
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