+1,804.4%
APO vs MSI
+1,259.2%
+545.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -1.0% | -3.7% | +2.7% | +1.1% |
| 30D | +3.5% | +6.8% | -3.4% | -1.0% |
| 3M | +4.5% | +14.3% | -9.8% | -4.1% |
| 6M | +22.8% | -1.6% | +24.4% | +21.8% |
| YTD | -6.5% | +22.8% | -29.3% | -19.6% |
| 1Y | +0.8% | -1.1% | +1.9% | -1.2% |
| 3Y | +62.0% | +70.5% | -8.5% | +11.2% |
| 5Y | +138.2% | +102.8% | +35.4% | +45.7% |
| 10Y | +940.3% | +597.4% | +342.9% | +232.9% |
| All | +1,804.4% | +1,259.2% | +545.2% | +317.4% |
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 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