+40.4%
MAS vs APD
+36.4%
+4.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.8% | +5.1% |
| 7D | +14.2% | +3.8% | +10.4% | +13.0% |
| 30D | +26.8% | +14.1% | +12.7% | +22.7% |
| 3M | +13.1% | +8.2% | +4.9% | +10.8% |
| 6M | +27.9% | +7.5% | +20.4% | +25.6% |
| YTD | +38.7% | +31.7% | +7.0% | +30.3% |
| 1Y | +40.4% | +35.1% | +5.3% | +31.5% |
| All | +40.4% | +36.4% | +4.0% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling