-52.1%
APTV vs MOS
-7.8%
-44.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.0% |
| 7D | -4.3% | +24.8% | -29.1% | -6.7% |
| 30D | -9.7% | +22.7% | -32.3% | -11.8% |
| 3M | -20.6% | -1.2% | -19.3% | -21.2% |
| 6M | -31.7% | +5.5% | -37.2% | -32.9% |
| YTD | -48.0% | -2.0% | -46.0% | -49.7% |
| 1Y | -52.1% | -7.9% | -44.1% | -53.1% |
| All | -52.1% | -7.8% | -44.3% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling