-25.5%
APP vs MS
-2.5%
-23.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.9% | +37.0% | +31.2% |
| 7D | +39.7% | -3.4% | +43.1% | +38.1% |
| 30D | +27.7% | -3.9% | +31.6% | +26.5% |
| 3M | -14.8% | -15.9% | +1.1% | -11.6% |
| 6M | -25.5% | -2.5% | -23.0% | -20.3% |
| All | -25.5% | -2.5% | -23.0% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling