+316.8%
APP vs MS
+184.6%
+132.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +7.1% |
| 7D | +4.5% | +2.6% | +1.9% | +2.6% |
| 30D | -3.6% | +2.6% | -6.2% | -5.6% |
| 3M | -35.3% | -10.1% | -25.2% | -29.1% |
| 6M | -42.8% | +4.4% | -47.2% | -45.8% |
| YTD | -59.7% | +11.7% | -71.4% | -63.9% |
| 1Y | -55.4% | +20.9% | -76.3% | -62.6% |
| 3Y | +592.0% | +177.1% | +414.9% | +187.5% |
| 5Y | +175.7% | +127.7% | +48.0% | +30.1% |
| All | +316.8% | +184.6% | +132.2% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling