+391.7%
APP vs MKSI
+45.5%
+346.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.0% | -0.2% |
| 7D | +0.9% | +1.8% | -0.9% | -0.2% |
| 30D | -23.3% | -16.8% | -6.5% | -14.9% |
| 3M | -42.6% | -21.1% | -21.5% | -38.2% |
| 6M | -33.6% | +10.8% | -44.5% | -44.2% |
| YTD | -52.4% | +63.3% | -115.8% | -69.1% |
| 1Y | -35.9% | +157.0% | -192.9% | -70.3% |
| 3Y | +642.2% | +163.7% | +478.5% | +203.7% |
| 5Y | +311.1% | +82.0% | +229.1% | +123.5% |
| All | +391.7% | +45.5% | +346.2% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling