+506.6%
APP vs MSI
+200.3%
+306.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +61.1% | +7.4% | +53.7% | +54.9% |
| 30D | +42.8% | +18.7% | +24.0% | +29.1% |
| 3M | +16.7% | +14.5% | +2.2% | +7.6% |
| 6M | -15.6% | +38.1% | -53.7% | -32.7% |
| YTD | -41.3% | +38.7% | -80.0% | -55.3% |
| 1Y | -39.3% | +35.4% | -74.7% | -52.9% |
| 3Y | +803.2% | +75.1% | +728.1% | +445.5% |
| 5Y | +313.2% | +126.4% | +186.8% | +88.1% |
| All | +506.6% | +200.3% | +306.4% | +159.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling