-32.0%
APP vs MSI
+37.5%
-69.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.9% | +2.4% |
| 7D | +48.9% | +7.7% | +41.3% | +49.5% |
| 30D | +49.4% | +19.9% | +29.5% | +54.9% |
| 3M | +27.0% | +14.9% | +12.1% | +29.9% |
| 6M | -15.4% | +37.2% | -52.6% | -9.0% |
| YTD | -39.9% | +40.8% | -80.7% | -32.1% |
| 1Y | -32.0% | +38.1% | -70.1% | -13.9% |
| All | -32.0% | +37.5% | -69.5% | -13.9% |
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 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