+222.1%
MAS vs APD
+190.3%
+31.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -1.9% |
| 7D | +4.6% | -0.7% | +5.3% | +5.0% |
| 30D | +19.9% | +10.1% | +9.7% | +14.3% |
| 3M | +8.9% | +4.9% | +4.0% | +6.3% |
| 6M | +20.2% | +2.5% | +17.7% | +18.1% |
| YTD | +33.9% | +27.8% | +6.1% | +16.9% |
| 1Y | +34.7% | +32.9% | +1.8% | +14.4% |
| 3Y | +60.4% | +13.4% | +47.0% | +43.8% |
| 5Y | +43.5% | +12.8% | +30.6% | +26.9% |
| All | +222.1% | +190.3% | +31.8% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling