+0.3%
APA vs MTSI
+448.7%
-448.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.2% | -0.3% |
| 7D | -15.5% | -10.0% | -5.5% | -13.6% |
| 30D | +2.4% | -37.2% | +39.6% | +14.4% |
| 3M | +22.8% | -30.1% | +52.8% | +31.0% |
| 6M | +17.9% | -31.9% | +49.8% | +22.6% |
| YTD | +87.7% | +23.2% | +64.5% | +56.6% |
| 1Y | +94.2% | +26.4% | +67.8% | +59.8% |
| 3Y | +27.2% | +186.2% | -158.9% | -25.2% |
| 5Y | +74.1% | +187.0% | -112.9% | -1.0% |
| All | +0.3% | +448.7% | -448.4% | -60.7% |
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