+76.9%
MSI vs APD
+29.6%
+47.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.6% | +2.2% | +0.4% | +2.2% |
| 30D | +18.1% | +9.4% | +8.7% | +16.4% |
| 3M | +13.2% | +4.7% | +8.5% | +12.3% |
| 6M | +36.3% | +5.5% | +30.8% | +34.9% |
| YTD | +39.5% | +31.4% | +8.1% | +32.8% |
| 1Y | +36.9% | +24.1% | +12.8% | +31.5% |
| All | +76.9% | +29.6% | +47.3% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling