-0.9%
APA vs MSI
+689.5%
-690.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.8% |
| 7D | -8.7% | +8.3% | -17.1% | -13.3% |
| 30D | -2.4% | +18.9% | -21.3% | -12.3% |
| 3M | +19.0% | +13.2% | +5.8% | +9.8% |
| 6M | +26.8% | +38.3% | -11.5% | +2.4% |
| YTD | +87.3% | +38.9% | +48.5% | +47.8% |
| 1Y | +92.3% | +36.7% | +55.6% | +53.2% |
| 3Y | +37.3% | +76.6% | -39.3% | -12.0% |
| 5Y | +73.2% | +124.5% | -51.3% | -9.2% |
| 10Y | -0.9% | +674.5% | -675.4% | -68.3% |
| All | -0.9% | +689.5% | -690.4% | -68.3% |
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