-35.9%
APP vs MAS
+1.6%
-37.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +2.1% |
| 7D | +0.9% | -0.8% | +1.6% | +0.9% |
| 30D | -23.3% | -5.6% | -17.7% | -22.8% |
| 3M | -42.6% | +4.4% | -47.1% | -41.7% |
| 6M | -33.6% | +7.2% | -40.8% | -34.1% |
| YTD | -52.4% | +16.1% | -68.5% | -51.7% |
| 1Y | -35.9% | +0.1% | -36.0% | -34.7% |
| All | -35.9% | +1.6% | -37.5% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling