+358.8%
APP vs MAS
+32.7%
+326.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -1.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.5% |
| 30D | -10.0% | -8.1% | -1.9% | -5.3% |
| 3M | -44.6% | +3.3% | -48.0% | -46.4% |
| 6M | -37.9% | +12.4% | -50.3% | -43.8% |
| YTD | -53.7% | +13.3% | -67.0% | -59.8% |
| 1Y | -43.0% | -4.7% | -38.3% | -43.9% |
| 3Y | +640.8% | +33.0% | +607.8% | +393.6% |
| 5Y | +358.8% | +33.9% | +325.0% | +199.6% |
| All | +358.8% | +32.7% | +326.1% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling