+94.2%
APA vs MTSI
+38.8%
+55.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.2% | +3.3% |
| 7D | -15.5% | -10.0% | -5.5% | -16.1% |
| 30D | +2.4% | -37.2% | +39.6% | -1.7% |
| 3M | +22.8% | -30.1% | +52.8% | +19.9% |
| 6M | +17.9% | -31.9% | +49.8% | +17.0% |
| YTD | +87.7% | +23.2% | +64.5% | +92.2% |
| 1Y | +94.2% | +26.4% | +67.8% | +97.4% |
| All | +94.2% | +38.8% | +55.4% | +97.4% |
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