+124.8%
MS vs APO
+79.1%
+45.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +0.8% | +8.1% | -7.3% | -2.9% |
| 30D | -0.7% | +3.4% | -4.1% | -2.5% |
| 3M | -12.4% | -6.6% | -5.7% | -9.9% |
| 6M | -1.7% | -7.1% | +5.3% | +0.8% |
| YTD | +8.0% | -14.1% | +22.2% | +14.2% |
| 1Y | +16.2% | -4.7% | +20.9% | +16.5% |
| 3Y | +171.3% | +51.3% | +120.0% | +111.8% |
| 5Y | +124.8% | +82.7% | +42.0% | +52.1% |
| All | +124.8% | +79.1% | +45.7% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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