+292.6%
APP vs MSI
+118.7%
+173.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.3% | +10.2% |
| 7D | +71.2% | +4.7% | +66.5% | +67.2% |
| 30D | +39.1% | +14.8% | +24.3% | +28.0% |
| 3M | +16.5% | +8.8% | +7.7% | +10.6% |
| 6M | -16.6% | +19.3% | -35.9% | -27.1% |
| YTD | -41.9% | +35.3% | -77.3% | -55.7% |
| 1Y | -37.0% | +33.8% | -70.8% | -51.5% |
| 3Y | +892.4% | +74.4% | +818.0% | +472.5% |
| All | +292.6% | +118.7% | +173.9% | +71.9% |
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 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