+247.7%
APH vs MSI
+78.6%
+169.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.0% | -13.4% | -10.5% |
| 7D | -12.7% | +5.1% | -17.8% | -14.1% |
| 30D | -19.2% | +13.3% | -32.5% | -22.4% |
| 3M | -16.7% | +18.3% | -35.0% | -21.6% |
| 6M | +5.1% | +18.7% | -13.6% | -1.3% |
| YTD | +6.6% | +36.0% | -29.4% | -6.7% |
| 1Y | +3.9% | +32.6% | -28.7% | -7.8% |
| All | +247.7% | +78.6% | +169.2% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling