+4.5%
APA vs MSI
+683.5%
-678.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +2.7% |
| 7D | +5.1% | +7.7% | -2.6% | +0.3% |
| 30D | +0.3% | +19.9% | -19.6% | -10.4% |
| 3M | +15.6% | +14.9% | +0.7% | +5.8% |
| 6M | +28.9% | +37.2% | -8.3% | +4.6% |
| YTD | +96.6% | +40.8% | +55.8% | +53.8% |
| 1Y | +95.5% | +38.1% | +57.4% | +54.8% |
| 3Y | +41.8% | +77.7% | -35.9% | -9.3% |
| 5Y | +85.4% | +129.0% | -43.6% | -4.2% |
| 10Y | +4.5% | +671.3% | -666.7% | -67.1% |
| All | +4.5% | +683.5% | -678.9% | -67.1% |
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