+141.4%
APTV vs MOS
-46.7%
+188.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -10.2% | +21.6% | -31.8% | -17.0% |
| 30D | -10.8% | +12.0% | -22.8% | -15.1% |
| 3M | -14.8% | -3.9% | -10.9% | -14.8% |
| 6M | -30.6% | -3.3% | -27.2% | -31.4% |
| YTD | -48.2% | -4.6% | -43.5% | -49.8% |
| 1Y | -52.0% | -7.0% | -45.0% | -53.2% |
| 3Y | -47.0% | -24.4% | -22.6% | -46.3% |
| 5Y | -77.5% | -32.1% | -45.4% | -78.3% |
| 10Y | -27.0% | +10.3% | -37.3% | -53.6% |
| All | +141.4% | -46.7% | +188.1% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling