+35.6%
MSI vs APD
+21.8%
+13.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.4% |
| 7D | +8.3% | -1.6% | +9.9% | +8.4% |
| 30D | +18.9% | +10.6% | +8.3% | +17.6% |
| 3M | +13.2% | +2.5% | +10.7% | +12.8% |
| 6M | +38.3% | +6.0% | +32.3% | +37.4% |
| YTD | +38.9% | +28.4% | +10.4% | +35.8% |
| All | +35.6% | +21.8% | +13.8% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling