+607.1%
MS vs APTV
-28.3%
+635.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.8% |
| 7D | -1.6% | -10.2% | +8.7% | +2.7% |
| 30D | -3.8% | -10.8% | +7.0% | +0.6% |
| 3M | -14.6% | -14.8% | +0.2% | -9.4% |
| 6M | -5.1% | -30.6% | +25.5% | +6.8% |
| YTD | +4.5% | -48.2% | +52.7% | +31.3% |
| 1Y | +13.5% | -52.0% | +65.5% | +47.0% |
| 3Y | +160.4% | -47.0% | +207.4% | +208.0% |
| 5Y | +112.9% | -77.5% | +190.3% | +253.4% |
| All | +607.1% | -28.3% | +635.4% | +653.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling