+244.4%
APP vs MS
+124.1%
+120.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.8% | -3.7% |
| 7D | +61.1% | +0.8% | +60.3% | +57.8% |
| 30D | +42.8% | -0.7% | +43.5% | +41.6% |
| 3M | +16.7% | -12.4% | +29.0% | +28.7% |
| 6M | -15.6% | -1.7% | -13.9% | -16.9% |
| YTD | -41.3% | +8.0% | -49.3% | -47.1% |
| 1Y | -39.3% | +16.2% | -55.5% | -48.8% |
| 3Y | +803.2% | +171.3% | +631.9% | +246.1% |
| All | +244.4% | +124.1% | +120.2% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling