-29.8%
APTV vs MAS
+213.7%
-243.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.5% | -2.2% |
| 7D | -10.2% | +2.0% | -12.2% | -11.3% |
| 30D | -10.8% | +19.4% | -30.2% | -20.8% |
| 3M | -14.8% | +9.4% | -24.2% | -20.0% |
| 6M | -30.6% | +15.3% | -45.9% | -38.1% |
| YTD | -48.2% | +31.3% | -79.5% | -58.5% |
| 1Y | -52.0% | +34.9% | -86.8% | -62.3% |
| 3Y | -47.0% | +58.6% | -105.6% | -63.8% |
| 5Y | -77.5% | +40.7% | -118.2% | -83.5% |
| All | -29.8% | +213.7% | -243.5% | -66.2% |
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