+333.0%
APP vs MSI
+103.4%
+229.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.8% |
| 7D | +0.9% | -3.7% | +4.6% | +3.2% |
| 30D | -23.3% | +6.8% | -30.1% | -27.9% |
| 3M | -42.6% | +14.3% | -56.9% | -48.7% |
| 6M | -33.6% | -1.6% | -32.0% | -34.3% |
| YTD | -52.4% | +22.8% | -75.2% | -61.6% |
| 1Y | -35.9% | -1.1% | -34.8% | -38.0% |
| 3Y | +642.2% | +70.5% | +571.7% | +323.2% |
| All | +333.0% | +103.4% | +229.6% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling