+671.4%
MSI vs APD
+187.0%
+484.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +7.4% | -0.2% | +7.6% | +7.4% |
| 30D | +18.7% | +11.0% | +7.7% | +13.7% |
| 3M | +14.5% | +1.3% | +13.1% | +13.6% |
| 6M | +38.1% | +6.4% | +31.8% | +33.9% |
| YTD | +38.7% | +28.9% | +9.8% | +23.3% |
| 1Y | +35.4% | +23.2% | +12.2% | +22.2% |
| 3Y | +75.1% | +26.3% | +48.8% | +50.5% |
| 5Y | +126.4% | +12.0% | +114.4% | +101.2% |
| 10Y | +671.4% | +183.2% | +488.2% | +318.0% |
| All | +671.4% | +187.0% | +484.4% | +318.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling