+391.7%
APP vs MSCI
+32.4%
+359.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.5% |
| 7D | +0.9% | +0.4% | +0.5% | +0.5% |
| 30D | -23.3% | +0.6% | -23.8% | -23.7% |
| 3M | -42.6% | -7.1% | -35.6% | -40.1% |
| 6M | -33.6% | +0.8% | -34.4% | -35.4% |
| YTD | -52.4% | +1.0% | -53.4% | -54.3% |
| 1Y | -35.9% | +4.3% | -40.2% | -41.3% |
| 3Y | +642.2% | +9.9% | +632.3% | +511.4% |
| 5Y | +311.1% | -6.8% | +317.8% | +263.9% |
| All | +391.7% | +32.4% | +359.3% | +275.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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