-77.5%
APTV vs MOS
-33.6%
-43.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -1.7% | -2.0% | +0.2% | -1.3% |
| 30D | -11.6% | +15.3% | -26.9% | -14.9% |
| 3M | -21.2% | +1.5% | -22.7% | -22.1% |
| 6M | -28.5% | -2.0% | -26.5% | -29.2% |
| YTD | -49.1% | -6.5% | -42.6% | -49.8% |
| 1Y | -52.2% | -11.1% | -41.1% | -52.4% |
| 3Y | -48.6% | -30.3% | -18.4% | -47.0% |
| All | -77.5% | -33.6% | -43.9% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling