+70.7%
MSFU vs APTV
-49.8%
+120.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.1% |
| 7D | -2.3% | -1.2% | -1.2% | -2.0% |
| 30D | -6.3% | -10.6% | +4.4% | -3.0% |
| 3M | +40.0% | -35.0% | +75.0% | +59.0% |
| 6M | +30.1% | -38.9% | +69.0% | +49.6% |
| YTD | -10.3% | -41.5% | +31.2% | +4.0% |
| 1Y | -19.0% | -45.8% | +26.8% | -3.4% |
| 3Y | +25.8% | -55.7% | +81.5% | +57.0% |
| All | +70.7% | -49.8% | +120.5% | +90.5% |
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