+112.4%
MS vs APD
+11.0%
+101.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -1.6% | -3.7% | +2.1% | -0.2% |
| 30D | -3.8% | +9.6% | -13.4% | -6.9% |
| 3M | -14.6% | +1.6% | -16.2% | -15.2% |
| 6M | -5.1% | +2.2% | -7.2% | -6.3% |
| YTD | +4.5% | +25.9% | -21.3% | -5.7% |
| 1Y | +13.5% | +20.1% | -6.6% | +4.1% |
| 3Y | +160.4% | +12.4% | +148.0% | +141.9% |
| All | +112.4% | +11.0% | +101.5% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling