-19.4%
MSFU vs APTV
-44.1%
+24.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.1% |
| 7D | -6.9% | -1.8% | -5.1% | -6.8% |
| 30D | -5.1% | -7.9% | +2.8% | -4.5% |
| 3M | +44.6% | -29.9% | +74.6% | +49.0% |
| 6M | +32.8% | -36.6% | +69.4% | +39.3% |
| YTD | -10.1% | -40.0% | +29.9% | -4.3% |
| 1Y | -19.4% | -44.0% | +24.6% | -9.0% |
| All | -19.4% | -44.1% | +24.7% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling