+40.2%
MSI vs APTV
-53.2%
+93.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.1% |
| 7D | +3.2% | -1.7% | +5.0% | +3.2% |
| 30D | +17.6% | -11.6% | +29.2% | +17.4% |
| 3M | +14.5% | -21.2% | +35.7% | +14.3% |
| 6M | +34.3% | -28.5% | +62.8% | +33.5% |
| YTD | +39.7% | -49.1% | +88.8% | +40.9% |
| 1Y | +40.2% | -52.2% | +92.4% | +42.2% |
| All | +40.2% | -53.2% | +93.3% | +42.2% |
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