+578.8%
MS vs APTV
-26.1%
+605.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.6% |
| 7D | +0.7% | -9.8% | +10.5% | +4.9% |
| 30D | -0.9% | -8.9% | +7.9% | +2.7% |
| 3M | -13.0% | -19.5% | +6.5% | -5.4% |
| 6M | -2.0% | -31.1% | +29.1% | +10.8% |
| YTD | +7.8% | -47.5% | +55.3% | +35.0% |
| 1Y | +17.9% | -52.3% | +70.1% | +53.4% |
| 3Y | +174.8% | -45.2% | +220.0% | +220.7% |
| 5Y | +119.9% | -76.9% | +196.7% | +262.8% |
| 10Y | +578.8% | -25.1% | +603.9% | +569.1% |
| All | +578.8% | -26.1% | +605.0% | +569.1% |
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