+252.4%
APP vs MSI
+127.9%
+124.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.9% | +1.4% |
| 7D | +48.9% | +7.7% | +41.3% | +42.6% |
| 30D | +49.4% | +19.9% | +29.5% | +33.7% |
| 3M | +27.0% | +14.9% | +12.1% | +16.5% |
| 6M | -15.4% | +37.2% | -52.6% | -32.8% |
| YTD | -39.9% | +40.8% | -80.7% | -55.3% |
| 1Y | -32.0% | +38.1% | -70.1% | -48.6% |
| 3Y | +824.3% | +77.7% | +746.6% | +432.9% |
| 5Y | +252.4% | +129.0% | +123.4% | +50.0% |
| All | +252.4% | +127.9% | +124.5% | +50.0% |
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