+124.2%
MSI vs APD
+16.4%
+107.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +3.2% | +3.8% | -0.6% | +2.1% |
| 30D | +17.6% | +8.2% | +9.4% | +14.8% |
| 3M | +14.5% | +4.3% | +10.2% | +13.0% |
| 6M | +34.3% | +4.7% | +29.6% | +32.0% |
| YTD | +39.7% | +31.5% | +8.2% | +27.5% |
| 1Y | +40.2% | +23.5% | +16.6% | +30.2% |
| 3Y | +77.1% | +29.1% | +48.0% | +57.6% |
| All | +124.2% | +16.4% | +107.8% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling