+329.1%
APP vs MKSI
+90.4%
+238.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.8% |
| 7D | -4.4% | +6.6% | -11.0% | -8.0% |
| 30D | -10.0% | -8.2% | -1.8% | -6.4% |
| 3M | -41.4% | -16.4% | -25.0% | -38.7% |
| 6M | -41.0% | +23.0% | -64.0% | -53.6% |
| YTD | -54.7% | +68.2% | -122.9% | -71.4% |
| 1Y | -45.3% | +148.6% | -193.9% | -74.4% |
| 3Y | +624.3% | +196.0% | +428.3% | +165.5% |
| 5Y | +329.1% | +87.4% | +241.8% | +132.7% |
| All | +329.1% | +90.4% | +238.7% | +132.7% |
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