+16.4%
APH vs MSI
+28.6%
-12.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.4% | -6.3% |
| 7D | -2.4% | +2.8% | -5.2% | -2.7% |
| 30D | -9.5% | +9.1% | -18.6% | -10.3% |
| 3M | -7.6% | +12.5% | -20.1% | -9.1% |
| 6M | +12.4% | +14.2% | -1.8% | +11.0% |
| YTD | +17.5% | +30.7% | -13.2% | +8.1% |
| 1Y | +16.4% | +27.5% | -11.1% | +16.3% |
| All | +16.4% | +28.6% | -12.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling