+61,451.9%
APH vs MSI
+3,857.7%
+57,594.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.6% | -44.2% | -46.6% |
| 7D | -48.7% | -3.8% | -44.9% | -47.5% |
| 30D | -51.9% | +6.8% | -58.8% | -52.6% |
| 3M | -43.6% | +14.3% | -57.9% | -45.7% |
| 6M | -37.5% | -1.6% | -36.0% | -37.0% |
| YTD | -38.6% | +22.8% | -61.4% | -42.6% |
| 1Y | -26.3% | -1.1% | -25.2% | -26.2% |
| 3Y | +89.2% | +70.5% | +18.7% | +57.6% |
| 5Y | +119.8% | +102.8% | +17.0% | +72.6% |
| 10Y | +454.3% | +597.4% | -143.2% | +192.0% |
| All | +61,451.9% | +3,857.7% | +57,594.3% | +17,182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling