-47.8%
APTV vs MOS
-25.3%
-22.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -8.9% | +5.5% | -14.4% | -9.9% |
| 30D | -9.5% | +21.0% | -30.5% | -13.2% |
| 3M | -20.6% | -0.5% | -20.1% | -21.1% |
| 6M | -28.9% | +6.6% | -35.5% | -30.7% |
| YTD | -48.2% | -2.8% | -45.4% | -49.6% |
| 1Y | -51.7% | -8.1% | -43.6% | -52.3% |
| All | -47.8% | -25.3% | -22.5% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling