+268.0%
APH vs MS
+110.9%
+157.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.9% | -3.4% | -6.1% |
| 7D | -12.7% | -3.4% | -9.3% | -11.0% |
| 30D | -19.2% | -3.9% | -15.3% | -17.3% |
| 3M | -16.7% | -15.9% | -0.8% | -8.4% |
| 6M | +5.1% | -2.5% | +7.6% | +6.2% |
| YTD | +6.6% | +5.1% | +1.5% | +2.7% |
| 1Y | +3.9% | +13.0% | -9.1% | -3.8% |
| 3Y | +246.0% | +160.7% | +85.4% | +101.9% |
| 5Y | +268.0% | +114.0% | +154.0% | +126.1% |
| All | +268.0% | +110.9% | +157.0% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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