+361.8%
APH vs MSFU
+76.3%
+285.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.0% | +1.8% |
| 7D | +5.0% | -5.7% | +10.6% | +6.3% |
| 30D | -3.9% | +4.2% | -8.1% | -5.1% |
| 3M | +13.0% | +27.9% | -14.9% | +4.8% |
| 6M | +25.2% | +37.1% | -12.0% | +12.0% |
| YTD | +22.9% | -7.4% | +30.3% | +21.7% |
| 1Y | +47.8% | -19.6% | +67.4% | +52.8% |
| 3Y | +283.0% | +33.2% | +249.8% | +227.0% |
| All | +361.8% | +76.3% | +285.5% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling