+810.2%
MS vs APTV
-15.9%
+826.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -1.0% |
| 7D | +1.4% | +4.8% | -3.4% | -0.6% |
| 30D | -0.3% | +2.0% | -2.3% | -1.2% |
| 3M | +0.3% | -34.2% | +34.5% | +17.1% |
| 6M | +31.3% | -34.7% | +66.0% | +51.5% |
| YTD | +24.7% | -37.0% | +61.6% | +45.3% |
| 1Y | +47.9% | -40.4% | +88.3% | +75.8% |
| 3Y | +178.3% | -54.1% | +232.4% | +254.2% |
| 5Y | +144.9% | -68.0% | +212.9% | +250.0% |
| All | +810.2% | -15.9% | +826.1% | +775.6% |
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