+193.5%
APTV vs MOS
-38.9%
+232.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.6% | +2.5% |
| 7D | +4.8% | +9.5% | -4.7% | +1.2% |
| 30D | +2.0% | +10.4% | -8.4% | -2.2% |
| 3M | -34.2% | +12.9% | -47.1% | -38.1% |
| 6M | -34.7% | +1.2% | -35.9% | -37.0% |
| YTD | -37.0% | +9.3% | -46.3% | -41.4% |
| 1Y | -40.4% | -18.0% | -22.4% | -38.4% |
| 3Y | -54.1% | -29.0% | -25.1% | -51.9% |
| 5Y | -68.0% | -9.6% | -58.4% | -72.6% |
| 10Y | -15.5% | +6.1% | -21.6% | -45.8% |
| All | +193.5% | -38.9% | +232.4% | +108.6% |
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 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