+282.2%
APH vs MSI
+118.7%
+163.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.3% |
| 7D | -5.9% | +4.7% | -10.6% | -8.2% |
| 30D | -14.8% | +14.8% | -29.6% | -20.5% |
| 3M | -12.4% | +8.8% | -21.2% | -16.4% |
| 6M | +8.1% | +19.3% | -11.2% | -2.5% |
| YTD | +10.9% | +35.3% | -24.4% | -7.4% |
| 1Y | +8.8% | +33.8% | -25.0% | -8.6% |
| 3Y | +262.1% | +74.4% | +187.6% | +151.1% |
| All | +282.2% | +118.7% | +163.4% | +121.7% |
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