+27.2%
APA vs MSI
+77.7%
-50.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | -15.5% | +4.7% | -20.2% | -16.4% |
| 30D | +2.4% | +14.8% | -12.4% | -0.7% |
| 3M | +22.8% | +8.8% | +14.0% | +20.4% |
| 6M | +17.9% | +19.3% | -1.4% | +13.0% |
| YTD | +87.7% | +35.3% | +52.3% | +71.2% |
| 1Y | +94.2% | +33.8% | +60.4% | +77.6% |
| 3Y | +27.2% | +74.4% | -47.2% | +14.4% |
| All | +27.2% | +77.7% | -50.5% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling