-15.9%
APTV vs MAS
+137.9%
-153.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +1.9% |
| 7D | +4.8% | -0.8% | +5.6% | +5.3% |
| 30D | +2.0% | -5.6% | +7.6% | +5.9% |
| 3M | -34.2% | +4.4% | -38.7% | -37.3% |
| 6M | -34.7% | +7.2% | -41.9% | -39.5% |
| YTD | -37.0% | +16.1% | -53.1% | -45.0% |
| 1Y | -40.4% | +0.1% | -40.5% | -42.6% |
| 3Y | -54.1% | +28.3% | -82.4% | -63.7% |
| 5Y | -68.0% | +30.5% | -98.5% | -75.3% |
| All | -15.9% | +137.9% | -153.8% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling