+4,280.0%
MSI vs APD
+6,189.3%
-1,909.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +4.7% | -3.7% | +8.3% | +6.2% |
| 30D | +14.8% | +9.6% | +5.2% | +10.5% |
| 3M | +8.8% | +1.6% | +7.2% | +7.8% |
| 6M | +19.3% | +2.2% | +17.1% | +17.5% |
| YTD | +35.3% | +25.9% | +9.5% | +21.7% |
| 1Y | +33.8% | +20.1% | +13.6% | +22.1% |
| 3Y | +74.4% | +12.4% | +62.0% | +57.9% |
| 5Y | +120.5% | +11.1% | +109.4% | +98.4% |
| 10Y | +685.2% | +190.1% | +495.1% | +361.6% |
| All | +4,280.0% | +6,189.3% | -1,909.3% | +660.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling