+4.5%
APA vs MTSI
+539.0%
-534.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.3% | -6.7% | +0.8% |
| 7D | +5.1% | +7.2% | -2.1% | +2.2% |
| 30D | +0.3% | -18.4% | +18.7% | +4.3% |
| 3M | +15.6% | -16.7% | +32.3% | +17.5% |
| 6M | +28.9% | -31.7% | +60.6% | +35.1% |
| YTD | +96.6% | +45.9% | +50.7% | +56.2% |
| 1Y | +95.5% | +47.0% | +48.5% | +54.3% |
| 3Y | +41.8% | +224.1% | -182.3% | -19.4% |
| 5Y | +85.4% | +238.5% | -153.1% | +0.4% |
| 10Y | +4.5% | +512.7% | -508.2% | -61.2% |
| All | +4.5% | +539.0% | -534.5% | -61.2% |
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