+607.1%
MS vs APA
0.0%
+607.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -1.1% |
| 7D | -1.6% | -15.5% | +14.0% | +2.0% |
| 30D | -3.8% | +2.4% | -6.2% | -4.7% |
| 3M | -14.6% | +22.8% | -37.4% | -19.2% |
| 6M | -5.1% | +17.9% | -23.0% | -10.1% |
| YTD | +4.5% | +87.7% | -83.2% | -13.1% |
| 1Y | +13.5% | +94.2% | -80.6% | -6.5% |
| 3Y | +160.4% | +27.2% | +133.2% | +128.5% |
| 5Y | +112.9% | +74.1% | +38.7% | +64.3% |
| All | +607.1% | 0.0% | +607.1% | +361.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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