-42.3%
APP vs MAS
+37.4%
-79.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.4% | +34.5% | +31.3% |
| 7D | +39.7% | +4.6% | +35.1% | +38.4% |
| 30D | +27.7% | +19.9% | +7.9% | +24.2% |
| 3M | -14.8% | +8.9% | -23.7% | -16.3% |
| 6M | -25.5% | +20.2% | -45.7% | -26.1% |
| YTD | -47.2% | +33.9% | -81.0% | -46.2% |
| 1Y | -42.3% | +34.7% | -77.0% | -40.5% |
| All | -42.3% | +37.4% | -79.7% | -40.5% |
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