+252.4%
APP vs MKSI
+47.2%
+205.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.9% | -3.5% | -0.8% |
| 7D | +48.9% | +15.9% | +33.0% | +35.5% |
| 30D | +49.4% | -9.6% | +59.0% | +54.9% |
| 3M | +27.0% | -23.2% | +50.2% | +41.0% |
| 6M | -15.4% | -29.2% | +13.8% | -7.6% |
| YTD | -39.9% | +41.8% | -81.7% | -59.4% |
| 1Y | -32.0% | +48.7% | -80.7% | -55.4% |
| 3Y | +824.3% | +225.3% | +599.1% | +198.4% |
| 5Y | +252.4% | +43.6% | +208.9% | +112.1% |
| All | +252.4% | +47.2% | +205.2% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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