+933.3%
APP vs MSI
+76.3%
+857.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +3.8% |
| 7D | +79.2% | +8.3% | +70.8% | +74.9% |
| 30D | +48.0% | +18.9% | +29.1% | +40.7% |
| 3M | +18.2% | +13.2% | +5.0% | +13.9% |
| 6M | -12.5% | +38.3% | -50.8% | -22.5% |
| YTD | -39.2% | +38.9% | -78.0% | -48.4% |
| 1Y | -33.9% | +36.7% | -70.5% | -43.2% |
| 3Y | +933.3% | +76.6% | +856.7% | +616.9% |
| All | +933.3% | +76.3% | +857.0% | +616.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling