+569.6%
MA vs APA
+4.1%
+565.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.3% |
| 7D | -1.8% | +5.1% | -6.8% | -2.5% |
| 30D | +11.0% | +0.3% | +10.7% | +10.7% |
| 3M | +17.9% | +15.6% | +2.2% | +14.7% |
| 6M | +33.2% | +28.9% | +4.2% | +26.6% |
| YTD | +16.5% | +96.6% | -80.1% | +2.3% |
| 1Y | +19.1% | +95.5% | -76.4% | +4.5% |
| 3Y | +70.6% | +41.8% | +28.7% | +53.0% |
| 5Y | +92.1% | +85.4% | +6.7% | +58.3% |
| 10Y | +569.6% | +4.5% | +565.0% | +347.7% |
| All | +569.6% | +4.1% | +565.4% | +347.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling