-0.9%
APA vs MTSI
+512.4%
-513.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.0% | -9.2% | -2.6% |
| 7D | -8.7% | +3.5% | -12.3% | -10.4% |
| 30D | -2.4% | -30.3% | +27.9% | +5.9% |
| 3M | +19.0% | -26.0% | +45.0% | +24.9% |
| 6M | +26.8% | -36.1% | +62.9% | +35.3% |
| YTD | +87.3% | +34.3% | +53.1% | +52.5% |
| 1Y | +92.3% | +35.3% | +57.0% | +55.3% |
| 3Y | +37.3% | +217.6% | -180.4% | -21.8% |
| 5Y | +73.2% | +210.1% | -136.9% | -3.7% |
| 10Y | -0.9% | +471.4% | -472.3% | -61.8% |
| All | -0.9% | +512.4% | -513.2% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling