+122.9%
APH vs MSI
+103.4%
+19.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.6% | -44.2% | -45.8% |
| 7D | -48.7% | -3.8% | -44.9% | -46.7% |
| 30D | -51.9% | +6.8% | -58.8% | -52.8% |
| 3M | -43.6% | +14.3% | -57.9% | -46.7% |
| 6M | -37.5% | -1.6% | -36.0% | -36.3% |
| YTD | -38.6% | +22.8% | -61.4% | -45.0% |
| 1Y | -26.3% | -1.1% | -25.2% | -25.5% |
| 3Y | +89.2% | +70.5% | +18.7% | +34.9% |
| All | +122.9% | +103.4% | +19.5% | +39.2% |
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 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