-26.7%
APTV vs MOS
+3.2%
-29.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.2% |
| 7D | -4.3% | +24.8% | -29.1% | -12.7% |
| 30D | -9.7% | +22.7% | -32.3% | -17.2% |
| 3M | -20.6% | -1.2% | -19.3% | -21.3% |
| 6M | -31.7% | +5.5% | -37.2% | -34.9% |
| YTD | -48.0% | -2.0% | -46.0% | -50.3% |
| 1Y | -52.1% | -7.9% | -44.1% | -53.2% |
| 3Y | -47.9% | -25.0% | -22.9% | -47.0% |
| 5Y | -76.9% | -27.7% | -49.2% | -78.9% |
| 10Y | -26.7% | -1.6% | -25.2% | -58.0% |
| All | -26.7% | +3.2% | -29.9% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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