+76.3%
MSFU vs APTV
-45.9%
+122.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.1% | -7.2% | -5.1% |
| 7D | -5.7% | +4.8% | -10.5% | -7.1% |
| 30D | +4.2% | +2.0% | +2.2% | +3.3% |
| 3M | +27.9% | -34.2% | +62.1% | +45.2% |
| 6M | +37.1% | -34.7% | +71.8% | +54.4% |
| YTD | -7.4% | -37.0% | +29.6% | +5.0% |
| 1Y | -19.6% | -40.4% | +20.8% | -7.1% |
| 3Y | +33.2% | -54.1% | +87.3% | +66.3% |
| All | +76.3% | -45.9% | +122.3% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling