+67.5%
MAS vs APD
+16.8%
+50.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.8% | +5.0% |
| 7D | +14.2% | +3.8% | +10.4% | +12.8% |
| 30D | +26.8% | +14.1% | +12.7% | +21.6% |
| 3M | +13.1% | +8.2% | +4.9% | +10.3% |
| 6M | +27.9% | +7.5% | +20.4% | +24.7% |
| YTD | +38.7% | +31.7% | +7.0% | +26.2% |
| 1Y | +40.4% | +35.1% | +5.3% | +26.2% |
| All | +67.5% | +16.8% | +50.7% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling