+316.8%
APP vs MAS
+53.7%
+263.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.6% | +5.0% | +7.3% |
| 7D | +4.5% | +14.2% | -9.6% | -3.5% |
| 30D | -3.6% | +26.8% | -30.4% | -16.6% |
| 3M | -35.3% | +13.1% | -48.4% | -39.9% |
| 6M | -42.8% | +27.9% | -70.7% | -51.4% |
| YTD | -59.7% | +38.7% | -98.3% | -68.8% |
| 1Y | -55.4% | +40.4% | -95.7% | -66.0% |
| 3Y | +592.0% | +66.1% | +525.9% | +316.0% |
| 5Y | +175.7% | +47.4% | +128.3% | +71.4% |
| All | +316.8% | +53.7% | +263.1% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling