+72.1%
MSI vs APD
+9.1%
+62.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -3.7% | -2.2% | -1.5% | -3.4% |
| 30D | +6.8% | +2.1% | +4.7% | +6.5% |
| 3M | +14.3% | +7.2% | +7.1% | +13.0% |
| 6M | -1.6% | +11.2% | -12.8% | -3.3% |
| YTD | +22.8% | +24.4% | -1.6% | +18.1% |
| 1Y | -1.1% | +6.7% | -7.8% | -2.3% |
| All | +72.1% | +9.1% | +62.9% | +66.8% |
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