+948.3%
APH vs MSI
+663.2%
+285.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | +11.1% | +2.6% | +8.5% | +9.8% |
| 30D | -7.3% | +18.1% | -25.4% | -15.2% |
| 3M | -6.2% | +13.2% | -19.4% | -12.5% |
| 6M | +24.9% | +36.3% | -11.4% | +4.6% |
| YTD | +18.4% | +39.5% | -21.1% | -2.9% |
| 1Y | +13.0% | +36.9% | -23.9% | -6.4% |
| 3Y | +276.4% | +76.1% | +200.3% | +166.3% |
| 5Y | +296.4% | +123.7% | +172.7% | +141.4% |
| All | +948.3% | +663.2% | +285.1% | +276.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling