+15.2%
MS vs APD
+23.5%
-8.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | -0.7% | +11.0% | -11.7% | -0.6% |
| 3M | -12.4% | +2.0% | -14.4% | -12.3% |
| 6M | -1.7% | +7.1% | -8.8% | -1.5% |
| YTD | +8.0% | +29.8% | -21.7% | +6.2% |
| All | +15.2% | +23.5% | -8.3% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling