+669.2%
MSI vs APTV
-26.2%
+695.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +7.7% | -8.9% | +16.6% | +9.6% |
| 30D | +19.9% | -9.5% | +29.4% | +22.1% |
| 3M | +14.9% | -20.6% | +35.5% | +20.0% |
| 6M | +37.2% | -28.9% | +66.1% | +44.7% |
| YTD | +40.8% | -48.2% | +89.0% | +57.8% |
| 1Y | +38.1% | -51.7% | +89.8% | +57.2% |
| 3Y | +77.7% | -48.1% | +125.8% | +92.0% |
| 5Y | +129.0% | -76.7% | +205.7% | +193.7% |
| All | +669.2% | -26.2% | +695.3% | +617.3% |
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