+69.3%
MSI vs APTV
-54.7%
+124.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.9% |
| 7D | -5.8% | +2.0% | -7.7% | -5.9% |
| 30D | -1.0% | -7.7% | +6.7% | -0.6% |
| 3M | +14.2% | -34.0% | +48.2% | +16.8% |
| 6M | +1.0% | -37.1% | +38.1% | +3.7% |
| YTD | +21.5% | -39.9% | +61.4% | +24.9% |
| 1Y | -2.1% | -44.4% | +42.3% | +1.3% |
| 3Y | +69.3% | -54.5% | +123.8% | +78.7% |
| All | +69.3% | -54.7% | +124.0% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling