-35.9%
APP vs MSI
-0.7%
-35.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +1.9% |
| 7D | +0.9% | -3.7% | +4.6% | -0.4% |
| 30D | -23.3% | +6.8% | -30.1% | -20.9% |
| 3M | -42.6% | +14.3% | -56.9% | -40.3% |
| 6M | -33.6% | -1.6% | -32.0% | -36.6% |
| YTD | -52.4% | +22.8% | -75.2% | -48.0% |
| 1Y | -35.9% | -1.1% | -34.8% | -29.7% |
| All | -35.9% | -0.7% | -35.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling