+268.0%
APH vs MSI
+117.4%
+150.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.0% | -13.4% | -11.2% |
| 7D | -12.7% | +5.1% | -17.8% | -14.9% |
| 30D | -19.2% | +13.3% | -32.5% | -24.1% |
| 3M | -16.7% | +18.3% | -35.0% | -23.9% |
| 6M | +5.1% | +18.7% | -13.6% | -4.8% |
| YTD | +6.6% | +36.0% | -29.4% | -11.3% |
| 1Y | +3.9% | +32.6% | -28.7% | -12.2% |
| 3Y | +246.0% | +78.3% | +167.7% | +136.8% |
| 5Y | +268.0% | +121.6% | +146.4% | +112.3% |
| All | +268.0% | +117.4% | +150.6% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling