+391.7%
APP vs MS
+217.5%
+174.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.0% |
| 7D | +0.9% | +1.4% | -0.5% | -0.4% |
| 30D | -23.3% | -0.3% | -23.0% | -23.0% |
| 3M | -42.6% | +0.3% | -42.9% | -43.2% |
| 6M | -33.6% | +31.3% | -64.9% | -48.6% |
| YTD | -52.4% | +24.7% | -77.1% | -61.1% |
| 1Y | -35.9% | +47.9% | -83.8% | -54.9% |
| 3Y | +642.2% | +178.3% | +463.9% | +205.7% |
| 5Y | +311.1% | +144.9% | +166.2% | +77.7% |
| All | +391.7% | +217.5% | +174.2% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling