+527.5%
APP vs MSI
+202.4%
+325.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.8% |
| 7D | +4.6% | +3.2% | +1.3% | +2.5% |
| 30D | +56.0% | +17.6% | +38.4% | +41.9% |
| 3M | +30.8% | +14.5% | +16.3% | +20.7% |
| 6M | -9.8% | +34.3% | -44.0% | -26.5% |
| YTD | -39.3% | +39.7% | -79.0% | -54.0% |
| 1Y | -26.4% | +40.2% | -66.6% | -44.5% |
| 3Y | +887.9% | +77.1% | +810.8% | +491.6% |
| 5Y | +264.1% | +124.0% | +140.0% | +65.8% |
| All | +527.5% | +202.4% | +325.0% | +166.9% |
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