+446.2%
APP vs MS
+167.7%
+278.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.9% | +37.0% | +35.8% |
| 7D | +39.7% | -3.4% | +43.1% | +42.1% |
| 30D | +27.7% | -3.9% | +31.6% | +30.2% |
| 3M | -14.8% | -15.9% | +1.1% | -2.7% |
| 6M | -25.5% | -2.5% | -23.0% | -26.4% |
| YTD | -47.2% | +5.1% | -52.2% | -50.9% |
| 1Y | -42.3% | +13.0% | -55.2% | -49.6% |
| 3Y | +806.8% | +160.7% | +646.1% | +290.5% |
| 5Y | +261.6% | +114.0% | +147.6% | +76.8% |
| All | +446.2% | +167.7% | +278.5% | +150.8% |
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