+47.4%
MAS vs APD
+22.2%
+25.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.8% | +4.8% |
| 7D | +14.2% | +3.8% | +10.4% | +12.4% |
| 30D | +26.8% | +14.1% | +12.7% | +19.8% |
| 3M | +13.1% | +8.2% | +4.9% | +9.2% |
| 6M | +27.9% | +7.5% | +20.4% | +23.4% |
| YTD | +38.7% | +31.7% | +7.0% | +21.5% |
| 1Y | +40.4% | +35.1% | +5.3% | +20.8% |
| 3Y | +66.1% | +16.8% | +49.3% | +51.0% |
| 5Y | +47.4% | +19.4% | +28.1% | +24.6% |
| All | +47.4% | +22.2% | +25.2% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling