+16.5%
APH vs MSI
+37.5%
-21.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +4.9% | +3.2% | +1.6% | +4.8% |
| 30D | -5.4% | +17.6% | -23.0% | -6.3% |
| 3M | -5.5% | +14.5% | -20.0% | -6.0% |
| 6M | +25.9% | +34.3% | -8.3% | +20.5% |
| YTD | +16.4% | +39.7% | -23.4% | +10.8% |
| 1Y | +16.5% | +40.2% | -23.7% | +15.8% |
| All | +16.5% | +37.5% | -21.0% | +15.8% |
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