+663.4%
MSI vs APTV
-27.4%
+690.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +3.2% | -1.7% | +5.0% | +3.6% |
| 30D | +17.6% | -11.6% | +29.2% | +20.3% |
| 3M | +14.5% | -21.2% | +35.7% | +19.8% |
| 6M | +34.3% | -28.5% | +62.8% | +41.3% |
| YTD | +39.7% | -49.1% | +88.8% | +57.2% |
| 1Y | +40.2% | -52.2% | +92.4% | +59.8% |
| 3Y | +77.1% | -48.6% | +125.8% | +91.7% |
| 5Y | +124.0% | -77.3% | +201.3% | +189.0% |
| All | +663.4% | -27.4% | +690.8% | +614.3% |
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 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