+446.2%
APP vs MSI
+194.4%
+251.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +4.0% | +27.0% | +28.5% |
| 7D | +39.7% | +5.1% | +34.6% | +36.2% |
| 30D | +27.7% | +13.3% | +14.4% | +18.8% |
| 3M | -14.8% | +18.3% | -33.1% | -24.2% |
| 6M | -25.5% | +18.7% | -44.2% | -34.3% |
| YTD | -47.2% | +36.0% | -83.1% | -59.3% |
| 1Y | -42.3% | +32.6% | -74.9% | -54.6% |
| 3Y | +806.8% | +78.3% | +728.5% | +435.9% |
| 5Y | +261.6% | +121.6% | +140.0% | +66.9% |
| All | +446.2% | +194.4% | +251.8% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling