+69.7%
APA vs MTSI
+153.3%
-83.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -18.4% | +16.1% | +1.1% |
| 7D | -15.6% | -24.6% | +9.0% | -11.4% |
| 30D | -0.9% | -45.7% | +44.8% | +10.1% |
| 3M | +26.1% | -27.7% | +53.8% | +30.5% |
| 6M | +6.1% | -37.3% | +43.4% | +10.1% |
| YTD | +82.8% | +11.1% | +71.7% | +55.5% |
| 1Y | +106.5% | +27.2% | +79.3% | +66.8% |
| 3Y | +21.9% | +153.7% | -131.8% | -29.8% |
| 5Y | +69.7% | +159.0% | -89.3% | -7.2% |
| All | +69.7% | +153.3% | -83.7% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling