-15.4%
APP vs MKSI
-27.8%
+12.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.9% | -3.5% | +2.0% |
| 7D | +48.9% | +15.9% | +33.0% | +47.4% |
| 30D | +49.4% | -9.6% | +59.0% | +51.6% |
| 3M | +27.0% | -23.2% | +50.2% | +30.8% |
| 6M | -15.4% | -29.2% | +13.8% | -8.5% |
| All | -15.4% | -27.8% | +12.4% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling