+5,626.0%
MS vs APD
+3,377.2%
+2,248.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +2.9% |
| 7D | +2.6% | +3.8% | -1.2% | 0.0% |
| 30D | +2.6% | +14.1% | -11.5% | -6.4% |
| 3M | -10.1% | +8.2% | -18.3% | -15.3% |
| 6M | +4.4% | +7.5% | -3.2% | -2.3% |
| YTD | +11.7% | +31.7% | -19.9% | -10.2% |
| 1Y | +20.9% | +35.1% | -14.1% | -5.9% |
| 3Y | +177.1% | +16.8% | +160.3% | +126.3% |
| 5Y | +127.7% | +19.4% | +108.4% | +77.9% |
| 10Y | +684.1% | +203.5% | +480.6% | +198.6% |
| All | +5,626.0% | +3,377.2% | +2,248.8% | +627.6% |
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