+5,285.6%
MS vs APA
+545.6%
+4,740.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.7% | -5.2% |
| 7D | -3.4% | -15.6% | +12.2% | +1.6% |
| 30D | -3.9% | -0.9% | -3.0% | -4.2% |
| 3M | -15.9% | +26.1% | -42.0% | -23.0% |
| 6M | -2.5% | +6.1% | -8.6% | -6.8% |
| YTD | +5.1% | +82.8% | -77.7% | -17.7% |
| 1Y | +13.0% | +106.5% | -93.5% | -15.5% |
| 3Y | +160.7% | +21.9% | +138.8% | +120.6% |
| 5Y | +114.0% | +69.7% | +44.4% | +49.4% |
| 10Y | +637.5% | 0.0% | +637.5% | +336.6% |
| All | +5,285.6% | +545.6% | +4,740.1% | +2,216.0% |
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