+883.4%
APH vs MSI
+676.2%
+207.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.4% |
| 7D | -5.9% | +4.7% | -10.6% | -8.4% |
| 30D | -14.8% | +14.8% | -29.6% | -21.0% |
| 3M | -12.4% | +8.8% | -21.2% | -16.8% |
| 6M | +8.1% | +19.3% | -11.2% | -3.1% |
| YTD | +10.9% | +35.3% | -24.4% | -7.7% |
| 1Y | +8.8% | +33.8% | -25.0% | -9.0% |
| 3Y | +262.1% | +74.4% | +187.6% | +157.0% |
| 5Y | +283.1% | +120.5% | +162.6% | +134.8% |
| All | +883.4% | +676.2% | +207.2% | +255.2% |
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