+161.8%
MS vs APA
+21.0%
+140.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.7% | -5.6% |
| 7D | -3.4% | -15.6% | +12.2% | -1.1% |
| 30D | -3.9% | -0.9% | -3.0% | -4.2% |
| 3M | -15.9% | +26.1% | -42.0% | -19.8% |
| 6M | -2.5% | +6.1% | -8.6% | -4.5% |
| YTD | +5.1% | +82.8% | -77.7% | -11.4% |
| 1Y | +13.0% | +106.5% | -93.5% | -8.3% |
| All | +161.8% | +21.0% | +140.8% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling