+107.2%
APA vs MTSI
+59.5%
+47.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.9% |
| 7D | -13.0% | -10.7% | -2.3% | -13.6% |
| 30D | +2.0% | -29.0% | +31.0% | -0.4% |
| 3M | +24.9% | -14.7% | +39.6% | +24.1% |
| 6M | +7.2% | -20.1% | +27.2% | +7.2% |
| YTD | +87.1% | +36.1% | +51.0% | +78.9% |
| 1Y | +107.2% | +61.7% | +45.4% | +83.4% |
| All | +107.2% | +59.5% | +47.6% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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