+67.0%
APO vs MSI
+118.7%
-51.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | +0.8% | +4.7% | -3.9% | -1.7% |
| 30D | +1.0% | +14.8% | -13.7% | -6.1% |
| 3M | -8.4% | +8.8% | -17.2% | -12.6% |
| 6M | -9.1% | +19.3% | -28.4% | -18.5% |
| YTD | -18.3% | +35.3% | -53.7% | -33.2% |
| 1Y | -8.0% | +33.8% | -41.7% | -24.2% |
| 3Y | +47.1% | +74.4% | -27.4% | -1.8% |
| All | +67.0% | +118.7% | -51.8% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling