+1,682.0%
MAS vs APD
+6,478.8%
-4,796.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.8% | +4.7% |
| 7D | +14.2% | +3.8% | +10.4% | +12.0% |
| 30D | +26.8% | +14.1% | +12.7% | +18.6% |
| 3M | +13.1% | +8.2% | +4.9% | +8.6% |
| 6M | +27.9% | +7.5% | +20.4% | +22.4% |
| YTD | +38.7% | +31.7% | +7.0% | +19.0% |
| 1Y | +40.4% | +35.1% | +5.3% | +18.0% |
| 3Y | +66.1% | +16.8% | +49.3% | +45.8% |
| 5Y | +47.4% | +19.4% | +28.1% | +26.7% |
| 10Y | +238.3% | +203.5% | +34.8% | +71.4% |
| All | +1,682.0% | +6,478.8% | -4,796.7% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling