+6,288.2%
MS vs APA
+531.8%
+5,756.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.3% |
| 7D | +1.4% | +0.5% | +0.8% | +1.1% |
| 30D | -0.3% | +23.4% | -23.7% | -7.3% |
| 3M | +0.3% | +12.7% | -12.4% | -4.7% |
| 6M | +31.3% | +39.4% | -8.1% | +14.2% |
| YTD | +24.7% | +79.0% | -54.3% | -0.9% |
| 1Y | +47.9% | +88.8% | -40.9% | +14.0% |
| 3Y | +178.3% | +6.4% | +172.0% | +147.5% |
| 5Y | +144.9% | +153.0% | -8.1% | +48.9% |
| 10Y | +804.5% | +7.5% | +797.0% | +419.7% |
| All | +6,288.2% | +531.8% | +5,756.4% | +2,689.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling