-53.5%
APTV vs MAS
+29.0%
-82.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.1% |
| 7D | +4.8% | -0.8% | +5.6% | +5.2% |
| 30D | +2.0% | -5.6% | +7.6% | +5.2% |
| 3M | -34.2% | +4.4% | -38.7% | -36.9% |
| 6M | -34.7% | +7.2% | -41.9% | -38.9% |
| YTD | -37.0% | +16.1% | -53.1% | -44.2% |
| 1Y | -40.4% | +0.1% | -40.5% | -42.3% |
| All | -53.5% | +29.0% | -82.6% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling