+607.1%
MS vs APD
+185.9%
+421.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | -1.6% | -3.7% | +2.1% | +0.6% |
| 30D | -3.8% | +9.6% | -13.4% | -8.6% |
| 3M | -14.6% | +1.6% | -16.2% | -15.6% |
| 6M | -5.1% | +2.2% | -7.2% | -7.2% |
| YTD | +4.5% | +25.9% | -21.3% | -10.4% |
| 1Y | +13.5% | +20.1% | -6.6% | -0.6% |
| 3Y | +160.4% | +12.4% | +148.0% | +127.3% |
| 5Y | +112.9% | +11.1% | +101.7% | +82.2% |
| All | +607.1% | +185.9% | +421.2% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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