+84.3%
MKSI vs APTV
-69.3%
+153.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | +2.7% | -5.0% | +7.7% | +5.7% |
| 30D | -12.8% | -6.1% | -6.7% | -9.8% |
| 3M | -22.5% | -33.0% | +10.5% | -2.8% |
| 6M | +19.4% | -35.2% | +54.6% | +50.5% |
| YTD | +67.7% | -40.1% | +107.9% | +120.0% |
| 1Y | +131.4% | -45.6% | +177.0% | +223.7% |
| 3Y | +197.3% | -54.4% | +251.7% | +341.5% |
| All | +84.3% | -69.3% | +153.6% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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