+6,288.2%
MS vs APD
+3,185.3%
+3,102.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.9% |
| 7D | +1.4% | -2.2% | +3.6% | +2.9% |
| 30D | -0.3% | +2.1% | -2.3% | -1.9% |
| 3M | +0.3% | +7.2% | -6.9% | -5.4% |
| 6M | +31.3% | +11.2% | +20.1% | +19.7% |
| YTD | +24.7% | +24.4% | +0.3% | +4.4% |
| 1Y | +47.9% | +6.7% | +41.2% | +35.8% |
| 3Y | +178.3% | +9.2% | +169.1% | +138.9% |
| 5Y | +144.9% | +27.4% | +117.5% | +82.3% |
| 10Y | +804.5% | +164.8% | +639.7% | +280.3% |
| All | +6,288.2% | +3,185.3% | +3,102.9% | +746.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling