+3,874.2%
MSI vs APD
+6,115.6%
-2,241.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -3.7% | -2.2% | -1.5% | -2.8% |
| 30D | +6.8% | +2.1% | +4.7% | +5.9% |
| 3M | +14.3% | +7.2% | +7.1% | +10.7% |
| 6M | -1.6% | +11.2% | -12.8% | -6.4% |
| YTD | +22.8% | +24.4% | -1.6% | +11.1% |
| 1Y | -1.1% | +6.7% | -7.8% | -5.3% |
| 3Y | +70.5% | +9.2% | +61.2% | +56.4% |
| 5Y | +102.8% | +27.4% | +75.4% | +72.3% |
| 10Y | +597.4% | +164.8% | +432.6% | +326.2% |
| All | +3,874.2% | +6,115.6% | -2,241.5% | +594.7% |
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 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