-1.1%
MSI vs APTV
-39.9%
+38.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -3.9% | -0.9% |
| 7D | -3.7% | +4.8% | -8.5% | -3.6% |
| 30D | +6.8% | +2.0% | +4.8% | +6.9% |
| 3M | +14.3% | -34.2% | +48.5% | +15.0% |
| 6M | -1.6% | -34.7% | +33.1% | -0.3% |
| YTD | +22.8% | -37.0% | +59.8% | +23.9% |
| 1Y | -1.1% | -40.4% | +39.3% | -1.5% |
| All | -1.1% | -39.9% | +38.8% | -1.5% |
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 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