+578.8%
MS vs APD
+192.6%
+386.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.0% |
| 7D | +0.7% | -1.6% | +2.3% | +1.7% |
| 30D | -0.9% | +10.6% | -11.5% | -6.3% |
| 3M | -13.0% | +2.5% | -15.5% | -14.4% |
| 6M | -2.0% | +6.0% | -7.9% | -6.1% |
| YTD | +7.8% | +28.4% | -20.7% | -8.6% |
| 1Y | +17.9% | +22.2% | -4.3% | +2.3% |
| 3Y | +174.8% | +26.6% | +148.2% | +123.9% |
| 5Y | +119.9% | +11.8% | +108.1% | +88.2% |
| 10Y | +578.8% | +187.8% | +391.1% | +187.5% |
| All | +578.8% | +192.6% | +386.3% | +187.5% |
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