+60.7%
APO vs MSI
+72.0%
-11.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -1.0% | -3.7% | +2.7% | +0.1% |
| 30D | +3.5% | +6.8% | -3.4% | +1.0% |
| 3M | +4.5% | +14.3% | -9.8% | -0.3% |
| 6M | +22.8% | -1.6% | +24.4% | +24.0% |
| YTD | -6.5% | +22.8% | -29.3% | -15.7% |
| 1Y | +0.8% | -1.1% | +1.9% | +1.8% |
| All | +60.7% | +72.0% | -11.3% | +35.0% |
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 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