+848.7%
APA vs MSI
+4,035.2%
-3,186.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | +0.5% | -3.7% | +4.2% | +1.4% |
| 30D | +23.4% | +6.8% | +16.6% | +21.5% |
| 3M | +12.7% | +14.3% | -1.6% | +9.2% |
| 6M | +39.4% | -1.6% | +41.0% | +39.1% |
| YTD | +79.0% | +22.8% | +56.2% | +69.9% |
| 1Y | +88.8% | -1.1% | +89.9% | +87.6% |
| 3Y | +6.4% | +70.5% | -64.1% | -6.5% |
| 5Y | +153.0% | +102.8% | +50.2% | +114.1% |
| 10Y | +7.5% | +597.4% | -589.9% | -25.7% |
| All | +848.7% | +4,035.2% | -3,186.5% | +333.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling