+351.0%
APH vs MSFU
+103.9%
+247.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +5.5% | +2.8% | +6.9% |
| 7D | +1.1% | +14.6% | -13.5% | -2.3% |
| 30D | -7.5% | +2.1% | -9.6% | -8.1% |
| 3M | -4.4% | +14.7% | -19.1% | -8.0% |
| 6M | +26.5% | +55.7% | -29.2% | +10.6% |
| YTD | +20.0% | +7.1% | +12.9% | +14.5% |
| 1Y | +16.9% | -0.5% | +17.4% | +14.1% |
| 3Y | +288.5% | +35.7% | +252.8% | +231.2% |
| All | +351.0% | +103.9% | +247.1% | +228.3% |
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