+500.0%
APP vs MS
+166.2%
+333.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.4% | +10.3% |
| 7D | +71.2% | -1.6% | +72.8% | +71.0% |
| 30D | +39.1% | -3.8% | +42.9% | +41.5% |
| 3M | +16.5% | -14.6% | +31.1% | +30.6% |
| 6M | -16.6% | -5.1% | -11.5% | -15.6% |
| YTD | -41.9% | +4.5% | -46.5% | -45.9% |
| 1Y | -37.0% | +13.5% | -50.6% | -45.3% |
| 3Y | +892.4% | +160.4% | +732.0% | +327.5% |
| 5Y | +297.3% | +112.9% | +184.4% | +95.1% |
| All | +500.0% | +166.2% | +333.8% | +176.6% |
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