+100.0%
MSI vs APTV
-69.9%
+169.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.3% |
| 7D | -4.0% | -1.2% | -2.8% | -3.8% |
| 30D | -0.5% | -10.6% | +10.2% | +1.2% |
| 3M | +11.4% | -35.0% | +46.4% | +18.6% |
| 6M | +1.0% | -38.9% | +39.9% | +8.2% |
| YTD | +20.7% | -41.5% | +62.2% | +29.8% |
| 1Y | -2.7% | -45.8% | +43.1% | +6.0% |
| 3Y | +68.2% | -55.7% | +123.9% | +88.6% |
| 5Y | +100.0% | -70.1% | +170.1% | +140.2% |
| All | +100.0% | -69.9% | +169.8% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling