+1,563.3%
APO vs MSI
+1,398.0%
+165.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | +0.8% | +4.7% | -3.9% | -2.0% |
| 30D | +1.0% | +14.8% | -13.7% | -6.9% |
| 3M | -8.4% | +8.8% | -17.2% | -13.1% |
| 6M | -9.1% | +19.3% | -28.4% | -19.7% |
| YTD | -18.3% | +35.3% | -53.7% | -33.8% |
| 1Y | -8.0% | +33.8% | -41.7% | -24.9% |
| 3Y | +47.1% | +74.4% | -27.4% | +0.2% |
| 5Y | +67.2% | +120.5% | -53.3% | -2.8% |
| 10Y | +871.8% | +685.2% | +186.6% | +190.7% |
| All | +1,563.3% | +1,398.0% | +165.4% | +243.8% |
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