+553.7%
MS vs APA
+0.4%
+553.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | 0.0% |
| 7D | +0.8% | -5.5% | +6.3% | +2.0% |
| 30D | -0.7% | -1.2% | +0.5% | -0.8% |
| 3M | -12.4% | +10.6% | -22.9% | -15.0% |
| 6M | -1.7% | +28.4% | -30.2% | -8.8% |
| YTD | +8.0% | +89.7% | -81.7% | -10.3% |
| 1Y | +16.2% | +90.6% | -74.4% | -3.8% |
| 3Y | +171.3% | +36.9% | +134.4% | +134.1% |
| 5Y | +124.8% | +83.2% | +41.5% | +71.5% |
| 10Y | +553.7% | -0.1% | +553.8% | +321.1% |
| All | +553.7% | +0.4% | +553.3% | +321.1% |
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