+1,128.9%
MKSI vs APTV
+179.8%
+949.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | +2.7% | -5.0% | +7.7% | +5.4% |
| 30D | -12.8% | -6.1% | -6.7% | -10.1% |
| 3M | -22.5% | -33.0% | +10.5% | -5.0% |
| 6M | +19.4% | -35.2% | +54.6% | +47.0% |
| YTD | +67.7% | -40.1% | +107.9% | +114.1% |
| 1Y | +131.4% | -45.6% | +177.0% | +212.1% |
| 3Y | +197.3% | -54.4% | +251.7% | +329.9% |
| 5Y | +87.0% | -68.9% | +155.9% | +222.4% |
| 10Y | +522.1% | -17.2% | +539.3% | +530.2% |
| All | +1,128.9% | +179.8% | +949.1% | +456.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling